This job has expired, please see additional jobs below
Intermediate Analyst, Financial Risk Management
Transamerica US
Baltimore, MD, United States
Job Details - this job has expired, please see similar jobs below
Job Family
Risk Management - General
Job Description Summary
The intermediate risk analyst role is within the Transamerica Financial Risk Management (FRM) team. Its main responsibility is to quantify, analyze, monitor, and report various financial risks, with a primary focus on derivatives and GA investments. You will assist in developing effective risk management measures, and reporting/communication tools in support of derivative and investment activities for general account. You will work closely with other colleagues in FRM, ALM & Hedging, and Financial Reporting, among other areas.
Responsibilities:
• Derivative program compliance monitoring and reporting.
• Developing and implementing effective risk management measures, methodologies, reporting and other communication tools for general account investments.
• Researching, quantifying, analyzing, and monitoring current and potential risks including market, collateral, liquidity and counterparty exposure associated with the end to end derivative use process.
• Support FRM oversight of ALM & Hedging strategy and derivative operational activities
• Support the New Economic Framework implementation through development for derivatives
• Support Transamerica’s derivative asset risk working group, the Derivative Risk Control Group and other management reporting activities
• Other duties and responsibilities as assigned based on specific discipline within Risk Management.
Qualifications
• Bachelor's degree (accounting, finance, IT, risk management, actuarial, mathematics, computer science, etc.) appropriate for the risk area/department above or equivalent experience.
• Two years of related risk management experience for FRM or ORM.
• Extensive experience with Microsoft Excel and Visual Basic programming skills are required
Preferred Qualifications
• Master’s degree in risk management, actuarial science, mathematics, statistics, finance, business, or related quantitative field with at least 2 years post-graduate relevant work experience is required. Bachelor’s degree in the above fields with at least 4 years of relevant work experience may be substituted for graduate degree.
• Experience in risk management, derivatives, and/or actuarial is preferred.
• Experience with financial platforms and software such as Bloomberg, Aladdin, Murex, Markit or other relevant systems is desired.
• Programming facility with C++, Python, R or similar applications is preferred
• CFA, FRM and/or other professional designations will be a plus but not required.
• Conceptual understanding of derivatives and their valuation methodology, as well as a general understanding of other asset classes is required. Practical experience with derivative market products and trading practices is desired.
• Good understanding of risk measurement methodology, including VaR related risk models and stress testing methodology.
• Familiar with investment and risk management software platforms. Experience with Bloomberg and Murex especially desired.
• Experience with database management a plus but not required.
Behavioral and Leadership Competencies:
• Strong attention to detail, as well as strong oral and written communication skills.
• Familiarity with investment operations and processes and/or a demonstrated ability to develop this knowledge quickly.
• Strong quantitative analysis skills and demonstrated ability to develop creative analytic solutions to business problems.
Our Culture:
At Transamerica we promote a Future Fit mindset. What is a Future Fit mindset?
• Acting as One fosters an environment of positive collaboration
• Accountability allows us to own the problem as well as the solution
• Agility inspires new ideas, innovation and challenges the status quo
• Customer Centricity encourages an above and beyond approach to our customer
Working Conditions
• Office environment
• Moderate travel (up to 25%)
Why Work for Us
Total Rewards at Transamerica: It’s more than a paycheck.
Our comprehensive Total Rewards package is designed to help support you in many ways — 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 mind… 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 (e.g. U.S. 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 (e.g. U.S. 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.
Ontario Applicants:
Our Company is committed to providing accessibility to those with disabilities in a manner that is consistent with the principles of independence, dignity, integration and equality of opportunity, that is in compliance with the Accessibility for Ontarians with Disabilities Act 2005 ("AODA").