Sr Modeler - Hybrid

Transamerica•Cedar Rapids, IA

22h•$106,000 - $120,000•Hybrid

About The Position

The Sr Modeler builds and extends Asset/Liability Management (ALM) projection systems. These systems have unique requirements to include the use of GPUs and MPI distributed calculations. The Sr Modeler ensures new code developed is high quality, with a focus on performance, tests, and readability. An ideal candidate will have a proven track record of developing software for production use in a high reliability environment, or a background in HPC/Accelerated Computing application development.

Requirements

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
Application development experience in Python or C++
Experience with version control systems and pull request reviews.

Nice To Haves

Experience with the Python numeric stack (Numpy/Pandas/Polars/Numba)
Multiprocess and multithread development experience, MPI preferred but not required.
Cross-platform development experience.
Experience with CUDA/CuPy/GPU code is preferred

Responsibilities

Develop solutions used for hedging and asset management, generally in Python.
Using linting, unit testing, and end-to-end testing workflows in Jenkins, minimize the probability of delivering a product with significant technical defects.
Identify root causes of bugs, produce minimal reproducers, and repair issues seen.
Support other teams using our tools.
Participate in simultaneous projects, with accountability for ongoing activities and objectives.
Assist users from less technical backgrounds in writing quality business logic code.
Participate in prototyping efforts and proof of concepts.

Benefits

Compensation Benefits
Competitive Pay
Bonus for Eligible Employees
Benefits Package
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 New York Stock Exchange (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