Senior Derivative Analyst II – VA Operations recruitment

The team is responsible for the daily production and delivery of hedge mandates to the execution team in GDH in order to mitigate capital market risk for primarily VA products sold by AEGON companies throughout the world.  This team is responsible for the design, development, maintenance and operation of the processes associated with the liability modeling making use of the raw liability data provided by the associated business units.  Additionally the team is responsible for the design, development, maintenance and operation of attribution reports which are used both internally to support trading positions, and externally to monitor hedge performance versus mandates.  In this particular position, you will be responsible for senior level contributions to the Operations team and helping to lead the procedural redesign of both production and attribution systems and reports.  You will interact with colleagues in GDH in both our Execution team, to ensure proper delivery of daily hedging mandates, and our Analytics team, to ensure up to date liability models are used.  

 DUTIES:

 CANDIDATE SKILLS PROFILE: 

 Education/Training/Enfironmental:

  1. Requires a BA degree and 7 years of Investment experience preferably related to hedging equity linked guarantees in Insurance Liabilities or a Graduate Degree and 4 years of experience.
  2. Must possess good business understanding of investments.
  3. Must possess ability to develop computer programs or other tools to perform calculations or data manipulation.
  4. Requires Computer programming skills (Visual Basic, C++, SQL) or mathematical modeling skills or risk analysis experience.
  5. CFA, FRM, ASA desired but not required

Please hit APPLY ONLINE below and submit Resume