FunctionAn exciting role in an ambitious environment in which you will develop the valuation, pricing and risk models of mortgage and illiquid investments of Aegon. This role offers you the opportunity as Risk Specialist to provide analytical skills and thought leadership within Financial Risk.
You are going to be in a team that plays a central role in managing the mortgages of Aegon as well as the mortgage fund of Aegon. You will be responsible for the financial role within mortgage pricing and product management and share your insights for mortgage-related business transactions on both investments and funding.
RequirementsTasks and Responsibilities
As Mortgage Risk Specialist you have considerable modeling experience with Fixed Income products, particularly within credit, pre-payment or spread risk. Moreover, you have the following qualifications:
- You have a Master’s degree within econometrics, mathematics, physics or any other quantitative field
- At least 4-5 years of relevant work experience within a financial institution or financial consultancy
- Proven experience with modelling of fixed income products in relation to credit, pre-payment or spread risk.
- 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
CompensationAegon 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.