Senior Analytical Reporting Analyst - ALM & Investment Risk (Hybrid)

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 access 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 MG_ALFA models, and execute asset...