Portfolio Risk Manager (junior/medior) Aegon Asset Management

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Full time
Risk
Den Haag
Aegon Netherlands

We are looking for a Portfolio Risk Manager with an affinity for derivatives and financial modeling. Are you ready for the next step in your career? Then join us at Aegon Asset Management in the Netherlands!

The job in a nutshell

In this role, you will be working with Quantitative Developers and other Portfolio Risk Managers to continuously innovate and improve our modeling of instruments and portfolios across a wide range of asset classes to ensure we remain at the cutting edge of financial risk modeling (incl. fixed income, equities, listed real estate, etc.). This means you will define, test and challenge models related to market risk, stress testing, VaR, leverage, and liquidity. Furthermore, you will help us gain better insight from our models by proposing novel ways to analyse data. You will be interacting with other areas of the business on a daily basis, including Product development, Data Management and the Front Office! This role will provide a great opportunity to gain experience in portfolio risk management in a quantitative role with lots of support from a young and ambitious team!  In this role, you will be working with Quantitative Developers and other Portfolio Risk Managers to continuously innovate and improve our modeling of instruments and portfolios across a wide range of asset classes to ensure we remain at the cutting edge of financial risk modeling (incl. fixed income, equities, listed real estate, etc.). This means you will define, test and challenge models related to market risk, stress testing, VaR, leverage, and liquidity. Furthermore, you will help us gain better insight from our models by proposing novel ways to analyse data. You will be interacting with other areas of the business on a daily basis, including Product development, Data Management and the Front Office! This role will provide a great opportunity to gain experience in portfolio risk management in a quantitative role with lots of support from a young and ambitious team!  

This is your future position, because you:

  • Have obtained a  Master’s Degree in (Quantitative) Finance, Mathematics, Econometrics, Physics or similar
  • Have approx. 1-4 years of work experience in a quantitative, risk or data driven role. The role can be catered to either a Junior or a Medior.
  • Have strong interest in, and knowledge of financial instruments (through relevant experience, study or otherwise)
  • Are a team player that is energized by working with others to complete tasks
  • Have knowledge of a programming language such as Matlab or Python
  • Are eager to learn, you have attention to detail and are an accurate worker
  • Are fluent in English (both written and oral) and have excellent communication skills

Who will be your new colleagues?

As a Portfolio Risk Manager you will be part of a team dedicated to investment risk management activities in support of Aegon Asset Management’s portfolios. More specifically, you will work in the Portfolio Risk Management and Control (PRMC) department consisting of a team of 10 investment-focused risk professionals located in The Hague. You will be reporting to the Head of PRMC of Aegon Asset Management. You’ll also be part of Aegon Asset Management; a global, active investment manager. Investors worldwide entrust our organization to manage approximately €345 billion on their behalf. Aegon Asset Management has operations throughout the UK, Continental Europe, North America and Asia.

Technical Development Program
This position can be part of the Technical Development Program, a talent program for young professionals with a background in quantitative finance. For more information about this program click here.

What we offer?

  • You will be earning a competitive salary
  • A challenging job for 40 hours a week.
  • You will also receive a thirteenth month and a holiday allowance in the form of a monthly flex budget, amounting to 16.7% of your monthly salary;
  • Plenty of scope and budget for your personal development;
  • A minimum of 27 holiday days;
  • Reimbursement of your travel expenses;
  • Discount on Aegon life insurance products;
  • An excellent pension scheme.

Enthusiastic? Apply!

Are you that person that will strengthen our Portfolio Risk department? Then make sure you apply immediately! Do you have some questions? Call Monica Ceulen, Talent Acquisition Manager at +31 (0)6 82528238 or send an email to monica.ceulen@aegon.nl. An online assessment will be part of the process. You can find more information about our application process on our website.