Management & Business Others Finance and Economics IT Other Science and Tech
3 - 5 Years
Medior Quant Derivates and Hedging
Aegon Asset Management is a global, active investment manager. Aegon Asset Management uses its investment management expertise to help its clients take responsibility for their financial futures, with a focus on excellence, trust and partnership. Institutional and private investors entrust Aegon Asset Management to manage approximately 346 billion worldwide.
Positioned for success in its chosen markets (the UK, Continental Europe, North America and Asia), Aegon Asset Managements specialist teams provide high-quality investment solutions across asset classes. Its clients benefit from the extensive international research capabilities and in-depth local knowledge of Aegon Asset Management, its fiduciary management investment team in the Netherlands.
Aegon Asset Management is part of Aegon, one of the worlds leading financial services organizations, providing life insurance, pensions and asset management.
The Medior Quant will be part of the AAM D&H Quant team and will be working with and supporting the D&H front-office and will be responsible for the development and maintenance of quantitative models for portfolio management of derivatives hedging programs within Aegon Asset Management.
Next to model development and maintenance the Medior Quant might be engaged in research assignments to analyse new and existing hedging strategies of the portfolio managers.
Together with portfolio manager prioritize changes / developments
Supporting the PM in classifying the model or change
Technical design and build for changes and new model developments
Alignment with the different stakeholders in the model development process
Testing procedure and execution
Documentation of existing and new models
Keeping an inventory and classification of all models
Setting model development standards jointly with IT and Risk functions
Vision on model technology and infrastructure
Specifics for the role:
Upgrading and rationalizing existing portfolio management tooling
Building new portfolio management models
Testing and documentation of the models
Technical support on the models
Candidate has a master degree in Quantitative Finance, Econometrics or Mathematics or comparable
Knowledge of Python and experience of working with the statistical packages such as NumPy, SciPy;
Basic understanding of cloud computing.
Knowledge of SQL and experience of working with databases is an advantage.
Experience with Excel and VBA is an advantage.
Good documentation skills
Affinity with financial modelling and derivatives theory
Accurate, structured, well organized way of working, excellent analytical insight and an eye for detail.
Good communication skills, team player
Pro-active working attitude, a strong drive and sense of responsibility
Terms and conditions of employment
We offer you an interesting position where you work independently and professionally in an ambitious and dynamic organisation. Growth and development are important to us, which is why we continually invest in our employees in the form of development and career possibilities. In exchange for your commitment and efforts we offer you an extensive and excellent package of pay and benefits, e.g.:
a competitive monthly salary;
in addition you receive a fixed 13th months salary and holiday allowance in the form of a monthly flexible budget of 16.7% of your monthly salary;
good balance between work and private life with at least 27 holiday days;
an appropriate commuting allowance;
excellent pension scheme and discount on Aegon products.
Does this role appeal to you? We then look forward to receiving your cv and motivation via our application form on this website. For more information about the application procedure you can contact Anne van Busselen, Sr. Talent Acquisition Manager firstname.lastname@example.org or +31 (0)6 23792726.