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Asset Modeler / Market Risk jobs in United States
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TIAA · 17 hours ago

Asset Modeler / Market Risk

TIAA is a market-leading retirement company that has been delivering secure retirement solutions for over 100 years. They are seeking an Asset Modeler / Market Risk to support the implementation and maintenance of asset models used in actuarial applications, as well as to integrate market data and automate workflows in collaboration with internal teams.
FinanceFinancial ServicesLife Insurance
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Comp. & Benefits

Responsibilities

Support the implementation of the strategy for the modeling of the company’s invested assets used in the asset liability projection model that supports actuarial modeling applications
Develop, maintain, and support the existing asset models, including performing regular updates and production of model results as required by business, implementing enhancements to models as directed by the team and business leaders, and computer languages including Python, R, and Matlab
Develop market data adapters for security and reference data for providers such as Reuters, Bloomberg, and Intex, in computer languages including Python, R, or Matlab
Integrate third party solutions with in-house systems and automate the workflows by using databases
Coordinate with other internal teams in Actuarial, IT, Risk Management to understand requirements and automate systems
Apply econometric techniques to market microstructure data to potentially improve models and provide feedback to the optimization framework

Qualification

PythonRMatlabFinancial ModelingRisk ModelingQuantitative AnalysisData AnalysisFinancial AcumenProblem SolvingStrategic Thinking

Required

Bachelor's degree in Financial Engineering, Finance, Economics, or a related field of study
Three (3) years of experience as an Asset Modeler / Market Risk, Quantitative Strategy Analyst, Portfolio Manager, Financial Associate, Financial Analyst, or a related occupation
Alternatively, a Master's degree in Financial Engineering, Finance, Economics, or a related field of study, and one (1) year of experience as an Asset Modeler / Market Risk, Quantitative Strategy Analyst, Portfolio Manager, Financial Associate, Financial Analyst, or a related occupation
Experience with computer languages including Python, R, and Matlab
Ability to develop, maintain, and support existing asset models
Experience in developing market data adapters for security and reference data for providers such as Reuters, Bloomberg, and Intex
Experience in integrating third party solutions with in-house systems and automating workflows using databases
Ability to coordinate with internal teams in Actuarial, IT, Risk Management to understand requirements and automate systems
Experience applying econometric techniques to market microstructure data to improve models and provide feedback to the optimization framework

Benefits

Superior retirement program
Highly competitive health, wellness and work life offerings

Company

TIAA is a financial services company that specializes in providing retirement plans, IRAs, mutual funds, and life insurance.

Funding

Current Stage
Late Stage

Leadership Team

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Roger Ferguson
Former President and CEO
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Thasunda Duckett
President & CEO
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Company data provided by crunchbase