Logo of Huzzle

Home

Matches

Explore

Manage

Asset Liability Management Analyst Intern (Summer 2024)

image

Transamerica

Dec 11, 2023

Applications are closed

  • Internship
    Full-time
    Summer Internship
  • Banking & Finance
  • Baltimore

Requirements

  • Currently pursuing a graduate degree, such as mathematics, quantitative finance, business/economics majors, or STEM majors with business/finance electives
  • Candidates based in the Baltimore, MD region
  • Internships are not available for students who have completed their college education or who will graduate prior to the conclusion of the internship.
  • Programing skills in SQL, Python, R, Matlab or VBA
  • Quantitative skills in equity, interest rates modeling, derivative pricing and risk management.
  • Demonstrate good understanding of capital market, investment and finance concepts with the ability to creatively apply these concepts in solving complex problems in a business setting.

Responsibilities

  • Perform fund research by analyzing fund performance, evaluating fund strategies, maintaining fund mapping models and tools, and supporting ad hoc research such as hedge cost and hedgeability analysis.
  • Support portfolio management and solutions development by researching capital market models and derivative pricing techniques, data mining, and back testing.
  • Analyze capital markets, participate in portfolio management meetings, collect and consolidate market data, develop risk assessment tools, perform system tests and process reviews needed in hedging process in order to provide analytical supports to the PMs (portfolio management)
  • Works with colleagues to monitor and maintain hedge models and hedge programs.
  • Produce hedge performance reports.
  • Conform with and abides by all regulations, policies, work procedures, instruction and all safety rules.
image

Transamerica

Finance
Industry
5001-10,000
Employees
1904
Founded Year

Mission & Purpose

Longer lifespans are changing the way we exist. Instead of the traditional stages of learn, work, and retire, we now have the potential for a more fulfilling, multi-stage life. With this opportunity comes the need to plan for it. We enable financial professionals, brokers, agents, advisors, and employers to energize clients and employees to seize the possibilities longevity brings. So, no matter where someone is on their journey, we can help them have the freedom to live the life they want. Transamerica. Live your best life.