Manager, Analytical Reporting (2312422)

Lead and run business processes and drive phases of projects that directly impact Transamerica financials; Calculate Greeks (Delta, Gamma, Rho and Convexity) using the results from sensitivity runs for different market conditions (Equity and Interest Rate). Then explaining the impact from previous valuation date to current valuation date by applying the market movement and Greeks; Support quarterly IFRS/DAC/Unlocking/Loss Recognition, Financial Plan/Capital Reforecast, Principles Based Reserves, and

C3P1 models, as well as annual Medium Term Plan, and Cash Flow Testing models; Calculate and provide Liability Future Greeks and hedge cost for Variable Annuity financial planning reporting and annual Medium Term Plan using Trinity liability model and other backend processes; Provide MoSes and MG_ALFA format asset inventory, economic assumption, and investment input files to support Asset and Liability Management analysis on a regular basis; Perform Attribution testing for quarter end valuation date to calculate and split the total impact on Reserve for Variable Annuity into small ladders such as model updates, inforce updates and other assumption updates; Assist customers in explanation of model results attribution and reconciliation, and support financial and valuation reporting by comparing Variable Annuity liability and hedge asset impact to explain hedge performance for financial planning process; Assist audit partners by providing requested documentation and information, and perform necessary updates on checks and key controls as well as signoffs for the discrepancies of the processes with respect to SOX control requirement; Improve processes to increase reliability and accuracy

of results, and make necessary changes to models and processes for quarter end reporting to make the models capable for most recent updates including new features and functions, as well as improving performances and run time by simplifying operation procedures and automating necessary processes; Supervise and mentor junior staff, and ensure junior team members possess a strong understanding of asset and liability management principles, risk management strategies and hedge performance analysis.

3 years of experience as an Analyst, Strategist, or any occupation in which the required experience was gained, and demonstrated experience in: MG-ALFA; Excel and Excel Macro; Alteryx; SQL Query; Variable Annuity; Liability Modeling; Asset Valuation; Derivative Asset Pricing, Modeling, and Forecasting; Liability Greeks; Hedging techniques used to protect against market risks; CTE Calculation; Asset Pricing; Trinity; Impact Testing; Excel VBA; Asset and Liability Management; Statutory Liability Modeling; Attribution; Ability to analyze variable annuity price change among different market conditions and enforce assumptions.

Master’s degree in Mathematical Risk Management, Actuarial Science, Statistics, or a related field. A bachelor’s degree plus 5 years of experience will be accepted in lieu of a master’s degree plus 3 years of experience.

Please copy and paste your resume in the email body (do not send attachments, we cannot open them) and email it to candidates at placementservicesusa.com with reference #2312422 in the subject line.

Thank you.