Intermediate Risk Analyst

Employer
Transamerica Life Insurance Company
Location
Baltimore, MD
Posted
Apr 20, 2017
Closes
Apr 21, 2017
Function
Analyst
Hours
Full Time
Job FamilyRisk Management (Finance/Product)Job Description SummaryProvides analytical support to Management.Job DescriptionResponsibilities* Develop, maintain, and continuously review a collection of annuity hedging strategies across a range of risks (equity, rates, credit, convexity, volatility, etc).* Develop and maintain an expert knowledge of the capital markets instruments, conventions, and modeling.* Work with quantitative team to develop and maintain derivative pricing addins for strategy testing models.* Work with managers in monitoring and maintaining hedging models and programs by: structuring new hedges, optimizing existing hedges, developing or reviewing models for capital markets instruments and risks.* Runs business processes, and manages phases of projects that directly impact Transamerica financials.* Leads development and implementation of small projects.* Applies various risk management techniques and procedures, as well as the company's risk methodologies.* Gathers and analyzes market data, calculates hedge program or portfolio statistics, and develops/uses models to simulate hedging, and financial reporting processes.* May lead junior level analysts.QualificationsRequires an advanced degree in math, actuarial science, statistics, related science field, finance, or related business field OR Bachelor's Degree plus FSA/CFA/Equivalent Designation OR Bachelor's Degree plus 3 years experience. Candidates without a designation should be making progress towards an FSA, ASA, FRM, CFA or similar designation. Must possess good understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting. Must possess excellent communication skills.Preferred QualificationsExperience working with interest rate and credit derivatives. Experience working with OTC derivatives. Experience developing derivative pricing add-ins for Office products. Experience with correlation products is a plus. Programing skills in C++, VBA, or similar language.Working ConditionsNormal office environment.Job and compensation levels depend upon an applicant's qualifications including the extent of his/her relevant experience and other job related factors and will be determined by hiring supervisors/managers and HR.TARSRWhy Work for UsTotal Rewards at Transamerica: It's more than a paycheck.Our comprehensive Total Rewards package is designed to help support you in many ways a€” 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 minda€| to 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 (eg US Armed Forces, National Guard), physical or mental disability, or any other status protected by federal, state, or local equal employment opportunities laws.AEGON USA Realty Advisors, LLC, is an Equal Employment Opportunity/ Affirmative Action 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 (eg US 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: applicantsupport@transamerica.com 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 applicantsupport@transamerica.com.Posted by StartWire. Apply now!.