Senior Analytical Reporting Analyst - ALM & Power BI Development (Hybrid)

Responsibilities

• 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.
• Achieve 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-only user testing of the updates.
• Assist customers in explanation of model results attribution and reconciliation.
• Resolve potential issues; escalate as appropriate.
• Improve processes to increase reliability and accuracy of results.
• Aid audit partners by providing requested documentation and information as needed.

Qualifications

• Bachelor’s degree in math, actuarial science, statistics, related science field, finance, or related business field.
• Three years of related experience (or one with Master’s degree).
• Expert level process knowledge in two or more of the following areas: Insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning, artificial intelligence.
• Good understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting.

Preferred Qualifications

• Experience working with asset liability management and/or investment portfolio management processes in insurance or banking.
• Understanding of actuarial and accounting, such as STAT and GAAPP.
• Prior experience with calculating and analyzing market risk sensitivities, such as interest rates and equity price shocks, and derivatives hedging and Greeks.
• Strong knowledge working with large amount of data and relevant SQL and Python skills.
• Expert-level proficiency in Power BI, including advanced DAX, Power Query, semantic data modeling, dashboard optimization, and Power BI Service.
• Strong SQL skills and experience integrating data from multiple enterprise systems.
• Demonstrated ability to design scalable, user-friendly dashboards that support executive decision-making.
• Prior experience with insurance, asset management, or investment reporting is preferred.

Compensation

The Salary for this position generally ranges between $97,000 - $110,000 annually. Please note that the salary range is a good faith estimate for this position and actual starting pay is determined by several factors including qualifications, experience, geography, work location designation (in-office, hybrid, remote) and operational needs. Salary may vary above and below the stated amounts, as permitted by applicable law. Additionally, this position is typically eligible for an Annual Bonus based on the Company Bonus Plan/Individual Performance and is at the Company’s discretion.