As Portfolio Risk Manager Quant / Derivatives you will be part of a team dedicated to investment risk management activities in support of Aegon Asset Managements portfolios.
You will be asked to help design leading-edge risk tools that can be used to effectively manage risk and provide recommendations to the management team. Typical projects involve a combination of modelling, analysing, reporting, and communicating current and projected risk levels.
The Portfolio Risk Management (PRM) department is responsible for modelling and analysing financial risks faced by AEGONs General Account as well as Insurance Linked and Third Party clients. The department consists of staff located in The Hague and various locations around the globe. This role is based in The Hague and you will be reporting to the Head of PRM, also located in The Hague.
Derivatives, modelling & analysis
You will be responsible for our derivatives related activities including the modelling of derivatives in our proprietary risk system, supporting the review and validation of (derivatives) models used in the Front Office and supporting our monitoring activities as subject matter expert on derivatives. Furthermore, you will work with visualisation tools to help continuously improve our analyses and insight in our funds.
Strong affinity and knowledge of derivatives is required to provide in-depth reviews, discussions and challenge. Affinity with programming and data handling is also preferred, as this role requires close collaboration with the Developers / Programmers.
You have strong communication skills, are able to convince others and create impact. Moreover, you have the following qualifications:
A master's degree in quantitative finance, econometrics, statistics, mathematics, actuarial, or related field;
2-5 years of experience in the financial industry;
Experience in a quantitative role, incl financial risk is preferred;
Strong knowledge of (fixed income and/or equity related) derivatives products;
Strong communication skills;
Familiar with programming languages (e.g. Matlab) and databases (SQL) the team also has dedicated developers, but some knowledge is required to obtain a thorough understanding of the modelling
Fluent English skills required.
Terms and conditions of employment
We offer you an interesting position where you work independently and professionally in an ambitious and dynamic organization. Growth and development are important to us, that is why we invest amply 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. An online assessment is part of the selection process. For more information about the application procedure you can contact Dave Heilbron, Sr. Talent Acquisition Manager Dave.Heilbron@aegon.com or +31 (0)6 83 25 44 97