Senior Modeler
Transamerica · Baltimore, MD · 3 wk ago
$106k–$125k/yrFull-time
We need to output only HTML fragment, using for section headings: About the role, Responsibilities, Requirements, Qualifications, Skills, Benefits, Pay, Schedule. We must include sections only if posting has real specific content. We must not repeat job title as heading. Must not include Job ID etc. Must preserve all substantive info, no invented or summarized away detail. Remove boilerplate, navigation, legal, EEO, etc. Also remove duplicated lines, application instructions.
We need to parse the job posting.
First, there is a lot of "About Us", "Who We Are", "What We Do". Those are company description, not necessarily part of job description. The instruction: "Preserve ALL substantive information; do NOT invent or summarize away detail." Should we include company description? The sections we can output are limited to the headings list. But we can include other content under those headings? The instruction says use
inside
for section headings: About the role, Responsibilities, Requirements, Qualifications, Skills, Benefits, Pay, Schedule. We must include sections only if posting has real specific content. We must not repeat job title as heading. Must not include Job ID etc. Must preserve all substantive info, no invented or summarized away detail. Remove boilerplate, navigation, legal, EEO, etc. Also remove duplicated lines, application instructions.
We need to parse the job posting.
First, there is a lot of "About Us", "Who We Are", "What We Do". Those are company description, not necessarily part of job description. The instruction: "Preserve ALL substantive information; do NOT invent or summarize away detail." Should we include company description? The sections we can output are limited to the headings list. But we can include other content under those headings? The instruction says use for section headings (e.g. About the role, Responsibilities, Requirements, Qualifications, Skills, Benefits, Pay, Schedule). It doesn't forbid other headings, but says "Use for section headings (e.g. About the role, Responsibilities, Requirements, Qualifications, Skills, Benefits, Pay, Schedule)." Likely they expect we only use those headings for sections we include. We can include other headings if needed? Probably they want to map content to those standard headings. The job posting includes sections: Job Description Summary, Responsibilities, Qualifications, Preferred Qualifications, Working Conditions, Compensation, What We Offer (benefits), Inclusion & Diversity, Giving Back, etc. We need to map to the allowed headings.
We need to decide which sections to include: About the role (maybe job description summary), Responsibilities, Requirements (maybe qualifications), Qualifications (maybe preferred qualifications?), Skills (maybe technical skills), Benefits, Pay, Schedule.
We must not create sections with filler like "commensurate with experience". Must only include if posting has real specific content.
Let's extract content:
Job Description Summary: "Build and analyze sophisticated models for insurance products, investments and/or portfolios to increase company risk adjusted returns. Leverage advanced knowledge of actuarial, financial, statistical, data science and/or balance sheet modeling analytics to develop, test and validate models for various functions within the company."
That's substantive. Could go under About the role.
Responsibilities: a long list bullet-like sentences. We need to put each as
for section headings (e.g. About the role, Responsibilities, Requirements, Qualifications, Skills, Benefits, Pay, Schedule)." Likely they expect we only use those headings for sections we include. We can include other headings if needed? Probably they want to map content to those standard headings. The job posting includes sections: Job Description Summary, Responsibilities, Qualifications, Preferred Qualifications, Working Conditions, Compensation, What We Offer (benefits), Inclusion & Diversity, Giving Back, etc. We need to map to the allowed headings. We need to decide which sections to include: About the role (maybe job description summary), Responsibilities, Requirements (maybe qualifications), Qualifications (maybe preferred qualifications?), Skills (maybe technical skills), Benefits, Pay, Schedule. We must not create sections with filler like "commensurate with experience". Must only include if posting has real specific content. Let's extract content: Job Description Summary: "Build and analyze sophisticated models for insurance products, investments and/or portfolios to increase company risk adjusted returns. Leverage advanced knowledge of actuarial, financial, statistical, data science and/or balance sheet modeling analytics to develop, test and validate models for various functions within the company." That's substantive. Could go under About the role. Responsibilities: a long list bullet-like sentences. We need to put each as
- . The responsibilities list includes many items separated by periods. We'll split into items.
Responsibilities text:
"Support modeling activities on various insurance liabilities, fixed-income assets and derivatives in actuarial systems, including AXIS/ALFA/MoSes.
Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative investment, or liquidity risks.
Collaborate with key stakeholders from business line valuation, ALM, risk management, and financial/risk reporting etc.
Embrace new technologies to improve workflows
Build external or embedded controls to mitigate operating risks in workflows
Apply risk management techniques and procedures, including the company's mandated risk methodologies.
Gather and analyze market data, calculate hedge program or portfolio statistics and develop/use models to simulate financial reporting processes.
May serve as a company-wide expert in at least one specialty.
May serve as a resource for colleagues with less experience
Apply and integrate statistical, mathematical, predictive modeling and business analysis skills to manage and manipulate complex high volume data from a variety of sources.
May work on advanced research projects.
Interpret internal or external issues and recommend solutions/best practices.
Solve complex problems; take a broad perspective to identify solutions.
Build efficient models and processes with minimal guidance.
Apply judgment to modeling choices in a defensible manner.
Assess the materiality of various modeling and data choices."
We'll treat each line as an item.
Qualifications: "Bachelor’s degree in a technical/quantitative discipline such as statistics, math, actuarial science, computer science, economics, engineering, or a related business field such as finance
Five years of modeling experience (or three with Master's degree) with expert knowledge in at least one product such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning or artificial intelligence
Good understanding of investment and finance concepts, and the ability to creatively apply them in solving analytical problems"
That's required qualifications.
Preferred Qualifications: list:
"Advanced degree
Insurance or asset/derivatives modeling experience
Actuarial Science background
Experience with database design and usage
Programming experience in C++/C#/Python or other advanced language
MoSes/AXIS/ALFA or other actuarial software
QRM or similar asset liability software experience
SAS, R, SPSS or other statistical software experience"
We could put these under Skills or Qualifications? The instruction includes Skills heading. We could put technical skills under Skills. But we also have Qualifications heading for required qualifications. Preferred qualifications could go under Qualifications as well, but maybe better to put under Skills? However they said "Use
- . We'll need to parse.
Let's extract benefits:
- Competitive Pay
- Bonus for Eligible Employees
- Benefits Package (maybe generic)
- Pension Plan
- 401k Match
- Employee Stock Purchase Plan
- Tuition Reimbursement
- Disability Insurance
- Medical Insurance
- Dental Insurance
- Vision Insurance
- Employee Discounts
- Career Training & Development Opportunities
- Health and Work/Life Balance Benefits
- Paid Time Off starting at 160 hours annually for employees in their first year of service.
- Ten (10) paid holidays per year (typically mirroring the NYSE holidays).
- Be Well Company holistic wellness program, which includes Wellness Coaching and Reward Dollars
- Parental Leave – fifteen (15) days of paid parental leave per calendar year to eligible employees with at least one year of service at the time of birth, placement of an adopted child, or placement of a foster care child.
- Adoption Assistance
- Employee Assistance Program
- Back-Up Care Program
- PTO for Volunteer Hours
- Employee Matching Gifts Program
- Employee Resource Groups
- Inclusion and Diversity Programs
- Employee Recognition Program
- Referral Bonus Programs
We should keep them as items.
Now we need to output HTML fragment with headings
and content. We must not include any boilerplate like "Applicants must possess legal authorization..." etc. That's not part of sections we are outputting? It's under Compensation section maybe but it's legal. We should remove cookie/navigation/legal/EEO/equal-opportunity/scam-warning boilerplate. The sentence about legal authorization is likely legal boilerplate; we should remove it. Also the disclaimer about job description not a contract etc. Remove. Also "At this time, this role is not eligible for immigration-related employment authorization sponsorship." Remove. Also "Managers may assign other duties and responsibilities as needed." Might be considered boilerplate; but it's part of responsibilities? It's generic; maybe remove. Also "In the event an employee or applicant requests or requires an accommodation..." Remove. Also "What We Offer" we already captured benefits; we should not include the introductory sentence "For eligible employees, we offer a comprehensive benefits package designed to support both the personal and financial well-being of our employees." That's okay to keep as prose
before list? The instruction: use
for prose. So we can include a short paragraph summarizing benefits then list. Similarly for About the role we can have a paragraph. Now we need to ensure we don't repeat job title as heading. Not needed. Now produce HTML:
About the role
Build and analyze sophisticated models for insurance products, investments and/or portfolios to increase company risk adjusted returns. Leverage advanced knowledge of actuarial, financial, statistical, data science and/or balance sheet modeling analytics to develop, test and validate models for various functions within the company.
Responsibilities
- Support modeling activities on various insurance liabilities, fixed-income assets and derivatives in actuarial systems, including AXIS/ALFA/MoSes.
- Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative investment, or liquidity risks.
- Collaborate with key stakeholders from business line valuation, ALM, risk management, and financial/risk reporting etc.
- Embrace new technologies to improve workflows
- Build external or embedded controls to mitigate operating risks in workflows
- Apply risk management techniques and procedures, including the company's mandated risk methodologies.
- Gather and analyze market data, calculate hedge program or portfolio statistics and develop/use models to simulate financial reporting processes.
- May serve as a company-wide expert in at least one specialty.
- May serve as a resource for colleagues with less experience
- Apply and integrate statistical, mathematical, predictive modeling and business analysis skills to manage and manipulate complex high volume data from a variety of sources.
- May work on advanced research projects.
- Interpret internal or external issues and recommend solutions/best practices.
- Solve complex problems; take a broad perspective to identify solutions.
- Build efficient models and processes with minimal guidance.
- Apply judgment to modeling choices in a defensible manner.
- Assess the materiality of various modeling and data choices.
Qualifications
- Bachelor