FunctieAs 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 and act as a sounding board for the head of the team. 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 members can be loaned out to or borrowed from other teams as required.
Key responsibilities include:
- validating complex financial, mathematical and actuarial models used for a range of purposes, such as Solvency II, pricing, hedging and valuation
- guaranteeing the quality and timeliness of your model validations
- pro-active monitoring of gap closures
- establishing and maintaining good working relations with model owners and other stakeholders
- active participation in the Aegon NL Model Validation Committee
- strengthen the further implementation of the Aegon Group Model Validation framework at Aegon NL.
ProfielAn eye for detail and analyzing complex issues is second nature to a Model Validator. 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 speak and write English fluently.
In addition, you have the following qualifications:
- A completed academic-level study in econometrics, mathematics or other Beta science
- Relevant experience within risk management at a financial institution, preferably with an actuarial background.
- Extensive knowledge of model validation and model risk management
- Experience of at least one of the following programing languages: Visual Basic, R or Matlab
- Knowledge and experience of Solvency II and Basel II and III is a plus
AanbodAegon 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 based on a 40 hour working week.
- A good work/life balance including a minimum of 25 vacation days.
- A commuting allowance.
- An excellent pension plan and discounts on Aegon products.