Portfolio Risk Manager GA/ IL recruitment
At AEGON Asset Management, we take an active approach to managing investments. We have a clear investment philosophy, helping both retail and institutional clients maximize available investment opportunities and realize their financial objectives. By developing - and successfully deploying - integrated investment strategies, we enable our clients to manage risk and navigate a constantly changing business environment.
Our ambition is to be the investment provider of choice by earning the trust and confidence of our clients. We aim to sustain that position by ensuring client value through the delivery of a wide range of quality investment products, by achieving solid long-term investment performance and providing superior client relationship management. In doing so, we uphold the highest standards of integrity and transparency.
As part of the AEGON Group, AEGON Asset Management has businesses in over twenty countries in Europe, the Americas and Asia. We manage more than EUR 180 billion on behalf of individual investors, financial institutions, pension funds and insurance companies around the world. The AEGON Asset Management businesses employ over 1,300 staff worldwide.Functie
The Portfolio Risk Management (PRM) department is responsible for modeling, analyzing and providing recommendations regarding financial asset management risks faced by AEGON’s proprietary (General Account) and Insurance Linked clients. The department consists of the persons located in The Hague and various locations in the US.
This posting is for a Portfolio Risk Manager who will be part of a team dedicated to European investment risk management activities in support of AEGON’s General Account and Insurance Linked portfolios.
More specifically, you will work in a team of investment-focused risk professionals located in The Hague. Most of your activities will be focused on better analyzing risk / reward relationships that exist both in our various asset classes and in our portfolios in aggregate. You will be asked to help design and create leading-edge risk tools that can be used to effectively manage risk to prudent levels. You will interact with others in your department (both in the Netherlands and the colleagues in the US). Typical projects involve a combination of modeling, analyzing, managing, reporting, and communicating current and projected risk levels.
Responsibilities
- Analyzing asset-related information and organizing / presenting it to facilitate management actions;
- Designing and implementing leading-edge risk reporting;
- Building and / or applying models to general account or client portfolios to quantify current and projected risk levels;
- Designing and building financial risk management models of derivative portfolios;
- Validate and test models developed by clients or front office departments;
- Communicating risk positions internally to AEGON Asset Management, internal and external clients, Group Risk professionals.
Profile
Requires a master’s degree in quantitative finance, econometrics, statistics, mathematics, actuarial, or related field. An FRM, CFA, FAS/ASA, or other professional financial risk designation is preferred. We are looking for a Medior Risk Manager with sufficient (3+ years) experience in risk related areas.
Job Related Qualifications
- Professionalism, proactiveness, and self-initiative are very important;
- Demonstrated ability to use different mathematical modeling techniques, for consistent results;
- Demonstrated ability to develop and manage the development of creative solutions to analytical problems, making use of various tools (MS Office, VBA, Matlab, C/C++, risk management/financial software, Bloomberg) and techniques;
- Excellent statistical and mathematical skills;
- Very good general understanding of investments and related risk measures;
- Some general understanding of insurance products;
- Ability to perform research through the use of internal and external information resources;
- Very good communication skills (English and preferably Dutch, both verbal and written).
For more information, please contact Hermione Tomson, HR Business Partner Asset Management, htomson@aegon.nl , +31 (0)70-344 7843