Baltimore, MD, United States
Actuarial, Finance, Accounting
Job Title :
Baltimore, MD US
Posted On :
Job Type :
Job Description Summary
The people of Transamerica bring expertise, creativity, heart and diverse thought to
everything that we do-and to the communities where we live and work Are you detail oriented with strong problem solving skills? Can you pick up on programming quickly? Do you have strong financial mathematics skills? If your answer is yes, we are looking for you!
What You Will Do:
Leads and manages business analyses and modeling projects and programs within Risk and ALM areas.
What You Will Learn
You will work on derivative asset modeling to support the trading desk and hedging team. You will get to work closely with the traders and be heavily involved in trading development and decisions.
What Success Looks Like:
Work closely with trading desk and hedge strategy team; Provide quantitative tools, analysis and general day-to-day quantitative support in terms of model building, implementation, and application building as well as pricing and risk management advice to traders.
Develop, deliver and maintain quantitative models to analyze risks in derivatives portfolio and provide system support for derivatives trading activity.
Model and quantify risks on different market factor sensitivities and P&L attributions of derivatives portfolio.
Produce, maintain or extend existing model implementations built in C /Python.
Implement risk reports and processes automation for risk management and operation.
Create application and user interface with Python / Excel VBA for front desk.
What You Need:
Must possess excellent 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.
Requires a graduate degree in mathematics, actuarial science, finance, business, or related field with 3 years experience
Preferably, the successful candidate will also possess the following:
Strong skills in mathematical / statistical analysis and modeling
Strong knowledge of capital market instruments and hedging strategies
Comprehensive understanding of financial mathematics, portfolio theory, and asset allocation techniques
Knowledge and professional experience with complex quantitative modeling, stochastics processes, PDE, numerical analysis, and probability theory
Proficient with models and algorithms for derivatives on all asset classes
Proficient programming skills in a major programming language (e.g. C C#, Python)
Strong knowledge of enterprise software and architecture
Solid software development background or understanding of software development principles
Experience involving software development and financial modeling in a trading environment
Working knowledge of SQL
What You Receive:
A Comprehensive Wealth Health
It’s our passion to empower people, and especially our employees, to add years to their lives and more life to their years. That means a healthy account balance and a healthy body to match. As you’ll come to discover, Wealth Health is a central part of everything we do!
; Competitive Pay, Bonus, and Benefits Package; Pension Plan, 401k Match, Employee Stock Purchase Plan, Tuition Reimbursement, Disability Insurance, Stock Purchase Plan, Employee Discounts, Career Training & Development Opportunities, Certification Sponsorship
Health and Work/Life Balance Benefits
; Be Well
Company sponsored holistic wellness program which includes Wellness Coaching and reward dollars, Parental Leave, Adoption Assistance, Employee Assistance Program, College Coach Program, Back-up Care Program, Paid Time Off to Volunteer, Employee Matching Gifts Program, Employee Resource Groups, Inclusion and Diversity Programs, Employee Recognition Program.
Website : http://www.transamerica.com/
The way we see it, we don't just crunch numbers and manage investments. We make things. 14.2 million customers(1) count on us to help them make the things that matter. Things like peace of mind, steady incomes and fulfilling retirements. We've always stood behind a simple idea: we do what we say we're going to do. We've done so for over 100 years, and we'll keep delivering on our promises – so we can keep making the things that make Tomorrow better…