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Aegon · 17 hours ago

Sr Modeler - Hybrid

United States

Full-time

Hybrid

Mid, Senior Level

$106K/yr - $120K/yr

5+ years exp

Aegon is seeking a Sr Modeler to build and extend Asset/Liability Management projection systems. The role involves developing high-quality software solutions for hedging and asset management, with a focus on performance and reliability.

Asset ManagementAuto InsuranceFinanceHealth InsuranceInsuranceLife InsuranceRetirement

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

Qualification

PythonModeling experienceHPC/Accelerated ComputingC++Python numeric stackMultiprocess developmentVersion control systemsCross-platform developmentCUDA/CuPy/GPU codeInvestmentFinance concepts

Required

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