Senior Analytical Reporting Analyst - ALM & Investment Risk; Hybrid

Job Family

Treasury, Capital Management and Asset Liability Management

As our Senior Analytical Reporting Analyst – ALM & Investment Risk you will be responsible for ALM and investment operations, production, and reporting within a disciplined controls environment. Produce model inputs and perform business analysis to deliver key performance indicators and ensure efficient operations, including the creation of asset inventories, economic assumptions, and both business unit and enterprise-wide ALM investment and risk reporting packages.

Provide timely, quality resolution of inquiries and ad hoc requests.

• Run business processes, and manage phases of projects that directly impact Transamerica financials.
• Support enterprise-wide market risk sensitivity calculation and QoQ change attribution, as well as stress scenario to assess investment portfolio risks and asset liability mismatch risks.
• Assess general account portfolio performance attribution vs. benchmark, as well as associated impact with derivatives programs.
• Support the annual setting of economic assumptions by working cohesively with members of Life, Health, Annuity, and Risk areas.
• Engage in annual discussions regarding economic assumption changes and facilitate the creation of model files that reflect the updated assumptions.
• Collaborate with actuarial peer teams and provide considerations on the development of asset-related code updates in MoSes and  models, and execute asset-only user testing of the updates.
• Assist customers in explanation of model results attribution and reconciliation.
• Complete required change management documentation each quarter for assumption and/or system updates.
• Resolve potential issues; elevate as appropriate. Improve processes to increase reliability and accuracy of results.
• Assist audit partners by providing requested documentation and information as needed.
• Maintain professional and technical knowledge; attend educational workshops, review professional publications, establish personal networks, and participate in professional societies.
• Mentor more junior staff as needed.

• Bachelor’s degree in math, actuarial science, statistics, related science field, finance, or related business field.
• Three years of related experience (or one with Master’s degree).
• Expert level process knowledge in two or more of the following areas: insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning, artificial intelligence.
• Good understanding of investment and finance concepts, and ability to creatively apply them in solving analytical problems in the business setting.

• Experience working with asset liability management and/or investment portfolio management processes in insurance or banking.
• Understanding of actuarial and accounting, such as STAT and GAAP.
• Prior experience with calculating and analyzing market risk sensitivities, such as interest rates and equity price shocks, and derivatives hedging and Greeks.
• Strong knowledge working with large amounts of data and relevant SQL and Python skills.

• Hybrid (Tuesdays, Wednesdays & Thursdays in the office).

The salary for this position generally ranges between $97,000 - $110,000 annually. The range is a good faith estimate; actual starting pay is determined by qualifications, experience, geography, work location designation and operational needs. This position may also be eligible for an annual bonus based on the Company Bonus Plan/Individual Performance and is at the Company’s discretion.

• Pension Plan
• 401k Match
• Employee Stock Purchase Plan
• Tuition Reimbursement
• Disability Insurance
• Medical Insurance
• Dental Insurance
• Vision Insurance
• Employee Discounts
• Career Training & Development Opportunities
• Paid Time Off starting at 160 hours annually for employees in their first year of service.
• Ten paid holidays per year.
• Holistic wellness program, which includes Wellness Coaching and Reward Dollars.
• Parental Leave – fifteen days of paid parental leave per calendar year for eligible employees with at least one year of service at the time of birth, adoption or foster care placement.
• Adoption Assistance
• Employee Assistance Program
• Back‑Up Care Program
• PTO for Volunteer Hours
• Employee Matching Gifts Program
• Employee Resource Groups
• Inclusion and Diversity Programs
• Employee Recognition Program
• Referral Bonus Programs