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Model Validator - AEGON

Locatie: Den Haag
As a Model Validator, you will be responsible for validating various complex financial and actuarial models to assist Aegon in fulfilling its commitment of a lifetime of financial security for our customers and other stakeholders. You will be working in a dynamic organization where innovation is a key requirement.

Want to work in an inspiring and agile environment where you are able to challenge finance and risk? Want to work in an international and diverse Model Validation team? Aegon should be your next employer!

As a Model Validator, you will be responsible for validating various complex financial and actuarial models to assist Aegon in fulfilling its commitment of a lifetime of financial security for our customers and other stakeholders. You will be working in a dynamic organization where innovation is a key requirement.
 
Together with the rest of the Model validation and Model Risk Management (MV & MRM) team, you will be responsible for weighing up and prioritizing the needs of various stakeholders. You will report to an inspiring manager who will further develop your modelling expertise. You will work closely with the Model Validation team of both Aegon Netherlands and Aegon Group. The team is part of the Global Model Validation group, which means a lot of knowledge transfer and best practice traits. Occasionally there will be an  opportunity of exchanging Model Validators between different entities and/or countries.
 
Key responsibilities include:

  • Validating complex financial, mathematical and actuarial models used for a range of purposes, such as Solvency II, pricing, hedging and valuation.
  • Assuring and maintaining high quality of model validations and proactively monitoring outstanding gaps.
  • Establishing and maintaining good working relations with model owners and other stakeholders.
  • Having an active role in and reporting key findings to the Model Validation Committee and other management and providing recommendations and technical expertise.
  • Strengthen the further implementation of the Aegon Group Model Validation framework at Aegon NL.  

Requirements:

You enjoy being challenged with complex issues and models. You have a track-record of structuring and keeping and overview over a complex domain, and you are equally comfortable stimulating group cooperation and working independently. You are fluent in communicating in English.

 
In addition, you have the following qualifications:

  • A Master’s or PhD degree in the field of quantitative finance, econometrics, physics, mathematics, actuary, etc.
  • 3 to 6 years of relevant experience within quantitative (validation) modelling (experience of pension and life insurance liabilities is a strong positive).
  • At least some experience in or connection to actuarial mathematics or the pension/life insurances business
  • Experience with Solvency II/IFSR17 is of added value.
  • Knowledge of model validation and model risk management within a financial institution is a plus.
  • Experience of at least one of the following programing languages: Visual Basic, R or Matlab.

Terms & Conditions Employment

We offer you an interesting position where you work independently and professionally in an ambitious and dynamic organisation. Growth and development are important to us, that is why we invest amply in our employees in the form of development and career possibilities. In exchange for your commitment and efforts we offer you an extensive and excellent package of pay and benefits, e.g.:

  • a competitive monthly salary;
  • in addition you receive a fixed 13th month’s salary and holiday allowance in the form of a monthly flexible budget of 16.7% of your monthly salary;
  • good balance between work and private life with at least 27 annual leave days;
  • an appropriate commuting allowance;
  • excellent pension scheme and discount on Aegon products.

Interested?

Does this role appeal to you? We then look forward to receiving your cv and motivation via our application form on this website. An online assessment is part of the selection process. For more information about the application procedure you can contact Dave Heilbron, Sr. Talent Acquisition Manager Dave.Heilbron@aegon.nl or +31 (0)6 83 25 44 97 

Location:
Den Haag

Information and application:

Apply:

Please send your application for Model Validator at AEGON in Den Haag including your CV via our website.

Job posted

26 november 2019
Apply Now

More information:

contactpersoon
Linkedin
 
Contact:
Dave Heilbron
Sr. Manager Talent Acquisition
m. +31 (0)6 83 25 44 97
E-mail

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Contactgegevens

CareerGuide

Transistorstraat 7
1322 CJ Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Ook een vacature plaatsen? Neem contact met ons op:


Nienke Smit   Pieter Lammers
Nienke Smit
n.smit@careerguide.nl
06-41454957
  Pieter Lammers
p.lammers@careerguide.nl
06-41454956