What You Will Do: You will analyze Transamerica’s corporate bond portfolio for hedging and investment purposes, as well as become an expert in corporate credit, and be highly impactful on the investment portfolio.
What You Will Learn: You will have the ability to work on multiple asset classes while being very close to the transaction and will be able to see the impact of your analysis immediately.
What Success Looks Like:
- Analyze Corporate Bond portfolio for investment and hedging purposes. Understand all bond features such as calls, puts and sinking funds.
- Develop a corporate credit analysis framework for the firm, providing input on items such as concentration guidelines, internal ratings and risk limits.
- Serve as internal expert on bond market trends and product features.
- Manage and present departmental analyses to mid-level management. May work in product development, ALM or Modeling Support and will participate in the research, design and implementation of trading/hedging strategies, as well as general quantitative modeling thought leadership.
- Consult with practitioners, the academic community and other financial institutions in researching the development of risk management models for new and existing products.
- Apply knowledge of quantitativefinance, actuarial science and/or scientific computing.
- Oversee the development of various analytic models, which may include sensitivity analyses, stress testing, value-at-risk, scenario testing and Monte Carlo simulations in both a Risk-Neutral and Real-World framework.
What You Need:
- Graduate degree in mathematics, actuarial science, finance, business, or related field with at least 7 years relevant work experience OR Bachelor’s degree and FSA/CFA/Equivalent Designation plus 7 years relevant work experience OR Bachelor’s degree plus 10 years relevant work experience.
- Highly preferred to have extensive experience with commercial credit analysis software such as Risk Frontier, CreditEdge or RiskCalc. FinCad experience also desirable.
- Excellent understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting.
- Excellent communication skills