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.

Transamerica is organized into three distinct businesses. These include
1) World Financial Group, including Transamerica Financial Advisors,
2) Protection Solutions and Savings & Investments, comprised of life insurance, annuities, employee benefits, retirement plans, and Transamerica Investment Solutions, and
3) Financial Assets, which includes legacy blocks of long term care, universal life, and variable and fixed annuities. These are supported by Transamerica Corporate, which includes Finance, People and Places, General Counsel, Risk, Internal Audit, Strategy and Development, and Corporate Affairs, which covers Communications, Brand, and Government and Policy Affairs.

Transamerica employs nearly 7,000 people. It’s part of Aegon, an integrated, diversified, international financial services group serving approximately 23.9 million customers worldwide. For more information, visit

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.
• Using linting, unit testing, and end-to-end testing workflows in Jenkins, 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 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…