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Model Validator - AEGON

Locatie: The Hague

We are looking for a:

Model Validator

Function

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.

Compensation

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, etc.
  • 3- 6 years of relevant experience within quantitative (validation) modelling (experience with modelling (validation) of pension and life insurance liabilities is a positive).
  • Experience in actuarial science is of added value.
  • Experience with Solvency II 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

Other competences

  • Analytical Skills:
    • Ability to gather, research, compare and analyze complex data models and develop clear logical interpretation and application.
  • Communication:
    • Superior written presentation skills for various stakeholders
  • Results driven
    • Maintains a positive and professional attitude.
    • Prioritizing and planning time and resources
  • Creative
    • the ability to consider something
  • Flexible
    •  Adjusting one’s behavior to new information or changing circumstances. 
    • Independent and critical yet constructive and open for discussion
  • Thorough and persistent.

Contact

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. 

Location:
The Hague

Information and application:

Apply:

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

Job posted

24 maart 2019
Apply Now

More information:

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 or Justin Heydenrijk, Head of Model Validation Manager Justin.heydenrijk@aegon.nl.

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Contactgegevens

CareerGuide

Argonweg 14
1362 AA 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
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