Strategist
Denver, CO
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Job Description
Job Description Summary
Are you a quantitative professional, looking to mix things up? Do you have programming experience? Join Transamerica as a Strategist!

As a member of Asset Liability Management (ALM) & Hedging Liability Analytics, solves business problems using techniques from software engineering, quantitative finance, and actuarial science. Our work is high visibility and impact; hedge strategy contributes directly to the company's P/L. Software solutions we develop generally include quantitative modeling using Monte Carlo simulations, both in a risk-neutral setting for pricing and a real-world setting for scenario analysis. The Strategist solves business problems by designing and implementing models that represent economic/market movements, liability valuation, and asset/derivative valuation. They use these models to analyze Transamerica's market sensitivities. The specific role of the Strategist is to design and ensure soundness of methodology used in hedge projections. The Strategist, for example, implements and verifies any new economic scenario generation framework to be used. We are a distributed team with members in three time zones. The ability to work with a small team in multiple locations, overcome roadblocks independently, and check one's own work is essential for this position.
Job Description

Responsibilities

  • Develops, maintains, and extends policy projection and accounting logic in a high-performance hedge solution.
  • Ensures fundamental soundness of solutions developed through review of design and methodology.
  • Coordinates the Liability Analytics team's development efforts with our pure research counterparts; works to find ways to use their advances in our models.
  • Supports the broader ALM function with analytical and statistical proficiency.

Qualifications

  • Graduate degree in a technical/quantitative discipline, such as finance, economics, operations research, engineering, computer science, mathematics, statistics, or physics
  • Working knowledge of Excel, VBA, SQL

Preferred Qualifications

  • Experience in a major programming paradigm (functional, object oriented, or procedural) in at least one of C/C++, Python, Java, Scala, or C#
  • Ph.D.
  • Git/Jenkins/JIRA workflow experience
  • Enjoys creating beautiful code

Working Conditions

  • Office environment

This job description is not a contract of employment nor for any specific job responsibilities. The Company may change, add to, remove, or revoke the terms of this job description at its discretion. Managers may assign other duties and responsibilities as needed. In the event an employee or applicant requests or requires an accommodation in order to perform job functions, the applicable HR Business Partner should be contacted to evaluate the accommodation request.

Job Type Full-time