FunctionCurrently, we are looking for a Senior Balance Sheet Modeler. Are you ready for the next step in your career? Then join us at Aegon NL!
Are you the Balance Sheet Modeler who would like to optimize the investments on the balance sheet of Aegon NL? Do you want to have a high impact role that stretches both your analytical as well as communicative skills in the field of balance sheet management and modelling? Join the CIO Office at Aegon Netherlands and shape this role into a success!
The newly set up CIO office is amongst others responsible for setting the investment strategies for the internal balance sheets and driving the execution either direct or through asset managers.
Within Investment Management we have grouped different investment strategies into key areas. For each focus area we would like to have one person that takes full responsibility for the selected asset category.
These specialists will need the support and guidance of a balance sheet modeler, who can demonstrate the effect of the investment strategies on the overall balance sheet of various Aegon entities under our Enterprise Risk Model, with respect to capital and liquidity. Furthermore, these entities have different supervisory regimes, like Solvency II and CRD IV.
We are looking to add a Sr Balance Sheet Modeler who will take ownership of the full scope of the balance sheet and liquidity modelling for our Aegon Netherlands entitites. These models will be used within our department to optimize decision making.
Doing business responsibly is at the heart of our company. Through our investments in private credit we believe we can have a substantial positive impact on society. You will be instrumental in shaping our strategy and impact going forward together with our partners.
- Create models to provide an ongoing view with regards to the future development of the balance sheets, including available and required capital and liquidity
- Demonstrate the impact on various financial indicators of proposed investment strategies
- Create the ability to quickly run “what-if” scenarios
- Propose investment strategies which would fit the balance sheets best
- Deliver input to the asset specialists for formulating their investment strategy
- Present the results of the models in an accessible way to both specialists and generalists
- Relevant academic background, master’s degree in quantitative study preferred
- Extensive knowledge and experience in the modelling in R and/or Python
- Good understanding of capital requirements in both Solvency II and CRD IV
- Familiar with ALM / stress testing / (stochastic) scenario analysis
- Strong verbal and presentation skills Dutch and English
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.
- As extra you receive a 13th Month and a holiday allowance as a flexbudget of 16.7% of your monthly salary.
- Good work/life balance including a minimum of 27 vacation days.
- A commuting allowance.
- An excellent pension plan and discounts on Aegon products.