Junior Portfolio Risk Analyst

  • AEGON
  • Den Haag, Nederland
  • okt 01, 2019
Fulltime Quantitative Finance Asset Management Risk Management

Job Description

We are looking for a Portfolio Risk Analyst with an affinity for financial modelling. Are you ready for the first or second 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 Quant Developers and Portfolio Risk Managers to define, test and improve model outputs relating to market risk, stress testing, VaR, liquidity and leverage across a broad range of asset classes and instrument types including derivatives.You help gain better insight from model outputs by improving existing data visualisations and creating novel ways to analyse data in our data visualisation tool TIBCO Spotfire. You will be responsible for validating models used in e.g. the front office or elsewhere in the organisation. This role will provide a great opportunity to gain experience in portfolio risk management in a quantitative role. Your day to day activities will help you further extend your risk management knowledge, allowing you to also grow into the Portfolio Risk Manager role.

This is your future position, because you:

  • Have (almost) obtained a  Master’s Degree in Finance, Mathematics, Econometrics or similar
  • Have 0-3 years of work experience in a quantitative and/or risk management role within Asset Management, Insurance, Banking or similar. An internship or parttime job next to your studies also counts for experience.
  • Have strong interest in, and knowledge of financial instruments and quantitative methods in Finance (through relevant experience, study or otherwise)
  • Are a team player that is energized by working with others to complete tasks; knowledge of Agile/SAFe a plus
  • Have knowledge of programming languages 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)

Who will be your new colleagues?

As a Portfolio Risk Analyst 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, Marvin Siepman. 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.

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 through the apply button below! 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.