Senior Manager, Modeling

Job Family

Treasury, Capital Management and Asset Liability Management

About Us 

 

At Transamerica, hard work, innovative thinking, and personal accountability are qualities we honor and reward. We understand the potential unleashed by leveraging the talents of a diverse workforce. We embrace an environment where employees enjoy a balance between their careers, families, communities, and personal interests.  

 

Ultimately, we appreciate the uniqueness of a company where talented professionals work collaboratively in a positive environment — one focused on helping people look forward and plan for the best life possible while providing tools and solutions that make it easier to get there. 

    

Transamerica is a part of Aegon, an integrated, diversified, international financial services group. The Aegon companies employ over 21,500 people and have approximately 31.7 million customers.* For more information,  visit www.transamerica.com. 

 

Who We Are 

  

Transamerica has been making financial services available to the many, not just the few, for more than 100 years. We’re a leading provider of life insurance, retirement, and investment solutions, serving millions of customers throughout the United States. Transamerica’s dedicated professionals focus on helping people live their best lives through saving, investing, and protecting their loved ones. Transamerica is dedicated to building America’s leading middle market life insurance and retirement company, providing a broad range of quality individual life insurance policies, workplace supplemental insurance benefits, workplace retirement plans, individual retirement accounts, and investment products, including mutual funds, annuities, stable value solutions, as well as investment management services. 

 

What We Do 

 

Transamerica is organized by lines of business (Life Insurance, Annuities, Mutual Funds, Retirement Plans, and Employee Benefits), which are supported by Transamerica Corporate (Corporate Development; Finance; Internal Audit; Legislative, Regulatory & Policy; Office of the CEO; People and Places; Brand; Corporate Affairs; Risk; and Technology). 

Job Description Summary

The Senior Manager of Modeling architects and builds Asset/Liability Management (ALM) projection systems. These systems have unique requirements, to include the use of GPUs and MPI distributed calculations. The Senior Manager will provide technical leadership in both greenfield development and extension of existing systems, with a particular focus on producing high performance, transparent, and maintainable code. An ideal candidate will have a proven track record of architecting software for production use in a high reliability environment, with HPC/Accelerated Computing development experience.

Job Description

Responsibilities:

• Provide technical leadership in architecting and developing solutions used for hedging and asset management.

• Using linting, unit testing, and end-to-end testing workflows in Jenkins, minimize the probability of delivering a product with significant technical defects.

• Collaborate with our counterparts on the IT side to elevate and support solutions developed.

• Identify root causes of bugs, produce minimal reproducers, and repair issues seen.

• Support other teams using our tools, especially in helping them to establish processes that ensure the delivery of quality code.

• Design and lead multiple projects, with accountability for ongoing activities and objectives.

• Review the work of others, providing direction and insight in researching solutions to problems presented.

• Lead prototyping efforts and proof of concepts.

Qualifications:

• 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

• Ten years of modeling experience (or eight with Master's degree) with expert knowledge in two or more products such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning, or artificial intelligence

• Seven years of experience in advanced programming or actuarial systems customization

• Experience with asset liability management practices

• Comprehensive understanding of investment and finance concepts to creatively solve complex analytical problems

• Leadership capabilities to direct teams and projects

Preferred Qualifications:

• Extensive application architecture experience in Python or C++

• Experience