Sr Modeler - Hybrid

Job Family

Treasury, Capital Management and Asset Liability Management

At Transamerica, hard work, innovative thinking, and personal accountability are qualities we honor and reward. We understand the potential of 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.

We believe everyone deserves to live their best life. More than a century ago, we were among the first financial services companies in America to serve everyday people from all walks of life. Today, we’re part of an international holding company, with millions of customers and thousands of employees worldwide. Our insurance, retirement, and investment solutions help people make the most of what’s important to them.

We’re empowered by a vast agent network covering North America, with diversity to match. Together with our nonprofit research institute and foundation, we tune in, step up, and are a force for good — for our customers and the communities where we live, work, and play. United in our purpose, we help people create the financial freedom to live life on their terms.

The Sr Modeler builds and extends Asset/Liability Management (ALM) projection systems. These systems have unique requirements to include the use of GPUs and MPI distributed calculations. The Sr Modeler ensures new code developed is high quality, with a focus on performance, tests, and readability. An ideal candidate will have a proven track record of developing software for production use in a high reliability environment, or a background in HPC/Accelerated Computing application development.

• Develop solutions used for hedging and asset management, generally in Python.
• Use linting, unit testing, and end-to-end testing workflows in Jenkins to minimize the probability of delivering a product with significant technical defects.
• Identify root causes of bugs, produce minimal reproducers, and repair issues seen.
• Support other teams using our tools.
• Participate in simultaneous projects, with accountability for ongoing activities and objectives.
• Assist users from less technical backgrounds in writing quality business logic code.
• Participate in prototyping efforts and proof of concepts.

• 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.
• Five years of modeling experience (or three with a Master’s degree) with expert knowledge in at least one product such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning or artificial intelligence.
• Good understanding of investment and finance concepts, and the ability to creatively apply them in solving analytical problems.

• Application development experience in Python or C++.
• Experience with the Python numeric stack (Numpy/Pandas/Polars/Numba).
• Multiprocess and multithread development experience, MPI preferred but not required.
• Experience with version control systems and pull request reviews.
• Cross-platform development experience.
• Experience with CUDA/CuPy/GPU code is preferred.

Hybrid office environment (3 days a week).

• The salary for this position generally ranges between $106,000 - $120,000 annually. Please note that the salary range is a good faith estimate for this position and actual starting pay is determined by several factors including qualifications, experience, geography, work location designation (in-office, hybrid, remote) and operational needs. Salary may vary above and below the stated amounts, as permitted by applicable law.
• Additionally, this position is typically eligible for an Annual Bonus based on the Company Bonus Plan/Individual…