Website Aegon Nederland B.V.
As Market Risk Analyst, you will play an important and supporting role in the further professionalization of the market risk modeling and in weighing up investment risks. You will work within a team that consists of a combination of young, motivated starters and experienced specialists. The team you will be part of is responsible for the market risk methodology of the Aegon entities and develops its valuation and capital models, partially in cooperation with Aegon Group. You will report to the manager ALM and Hedging.
Tasks and Responsibilities
As Market Risk Analyst you will develop (market) risk and valuation models that relate among others to credit spread, currency, concentration, and counterparty default risks as well as structured products and equity derivatives. Moreover, you have the following qualifications:
- You have a Master’s degree within econometrics, mathematics, physics or any other quantitative field
- At least 2-4 years of relevant work experience within a financial institution or financial consultancy
- Proven experience within market risk modelling.
- Experience using R or Matlab
You are a positive and pro-active team player, analytical and results driven.
- Analytical Skills:
- Ability to gather, research, compare and analyze complex data models and develop clear logical interpretation and application.
- Superior verbal and written presentation skills for various stakeholders
- Maintains a positive and professional attitude.
- Act as a role model
- Ability to collaborate effectively and work as a part of a team
- Attention to detail
Aegon aims to be an employer of choice in the financial services industry. As a global company, we offer excellent terms of employment, a very diverse and inspiring work environment, and development opportunities. Moreover we offer:
- A competitive salary package.
- As extra you receive a 13th Month and a holiday allowance as a flexbudget of 16.7% of your monthly salary.
- A good work/life balance including a minimum of 27 vacation days.
- A commuting allowance.
- An excellent pension plan and discounts on Aegon products.
Are you interested in joining our ALM & Hedging team in The Hague? We look forward to receiving your resume and motivation letter. An online assessment will be part of the process. For more information about the role, you can contact Dave Heilbron Sr. Talent Acquisition Manager at +31 (0)6 83 25 44 97 or email@example.com or you can contact Fabian Kratz, Manager Actuarial & Methodology at +31 (0)6 2025 2499 or firstname.lastname@example.org
To apply for this job email your details to email@example.com