Director, Modeling at Aegon

| Baltimore, MD
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Job Family
Treasury, Capital Management and Asset Liability Management

Job Description Summary
Job Description

  • Design the modeling framework for multiple asset and liability classes.
  • Lead modeling activities on various insurance liabilities, fixed-income assets and derivatives in actuarial systems, including AXIS/ALFA/MoSes.
  • Direct teams in modeling and quantifying risks including: equity and interest rate sensitivities, cash flow variability, credit, alternative investment, or liquidity risks.
  • Develop and maintain relationships with key stakeholders from business line valuation, ALM, risk management, and financial/risk reporting.
  • Embrace new technologies to improve workflows.
  • Design sophisticated controls frameworks to mitigate operating risks in workflows.
  • Design risk management techniques and procedures, including the company's mandated risk methodologies.
  • Lead teams of company-wide experts in multiple specialties.
  • Design and teach statistical, mathematical, predictive modeling and business analysis skills to modeling teams.
  • Design and lead a large portfolio of projects, with accountability for ongoing activities, objectives and budget.
  • Review the work of others, and provide direction/insight on research solutions to problems presented.
  • Develop staffing plans, recruit qualified candidates, and develop internal staff resources.
  • Lead multiple advanced research projects.
  • Interpret internal or external issues and recommend solutions/best practices.
  • Apply judgment to modeling choices in a defensible manner.
  • Assess the materiality of various modeling and data choices.

  • Bachelor's degree in a technical/quantitative discipline such as statistics, math, actuarial science, computer science, economics, engineering, or a related business field such as finance
  • 12 years of modeling experience (or ten with Master's degree) with expert knowledge in multiple products such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning or artificial intelligence
  • Ten years of experience in advanced programming or actuarial systems customization
  • Extensive experience with asset liability management practices
  • Comprehensive understanding of investment and finance concepts to creatively solve complex analytical problems
  • Leadership capabilities to direct multiple teams and projects

Preferred Qualifications
  • Advanced degree
  • Insurance or asset/derivatives modeling experience
  • Actuarial Science background
  • Experience with database design and usage
  • QRM or similar asset liability software experience
  • Experience with programming C++, C#, Python or Java
  • Six Sigma or other process improvement background

Working Conditions
  • Office environment

Why Work for Us

Total Rewards at Transamerica: It's more than a paycheck.

Our comprehensive Total Rewards package is designed to help support you in many ways - throughout all stages of your life and career. We provide a competitive, market-driven program that encompasses base compensation, bonus potential, retirement, health and wellness benefits, learning and development opportunities, plus great employee perks. All designed with you in mindto help you live your best life, grow personally and professionally - and feel valued for the work you do.

Learn more about our Total Rewards Package.

Equal Opportunity Employer:

Transamerica Life Insurance Company is an Equal Employment Opportunity employer and does not discriminate against any applicant or employee because of age, religion, sex, gender identity, genetic information, race, color, national origin, pregnancy, sexual orientation, marital status, participation in the uniformed services (e.g. U.S. Armed Forces, National Guard), physical or mental disability, or any other status protected by federal, state, or local equal employment opportunities laws.

Applicants with physical or mental disabilities may be entitled to a form of reasonable accommodation under the Americans with Disabilities Act and certain state and local laws. A reasonable accommodation is a change in the way things are normally done which will insure equal employment opportunity without imposing undue hardship on the Transamerica Companies. Please contact: [email protected] if you are a job seeker with a disability, or are assisting someone with a disability, and require assistance to apply for one of our jobs.

Ontario Applicants:

Our Company is committed to providing accessibility to those with disabilities in a manner that is consistent with the principles of independence, dignity, integration and equality of opportunity, that is in compliance with the Accessibility for Ontarians with Disabilities Act 2005 ("AODA"). Please contact [email protected] if you are a job seeker with a disability, or are assisting someone with a disability, and require assistance to apply for one of our jobs.

Technical Assistance:

If you experience technical problems during the application process, please email [email protected]
More Information on Aegon
Aegon operates in the Fintech industry. The company is located in Baltimore, MD and Atlanta, GA. Aegon was founded in 2022. It offers perks and benefits such as Dental Benefits, Vision Benefits, Health Insurance Benefits, Remote Work Program. To see all 5 open jobs at Aegon, click here.
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