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Risk Reporting Specialist (Treasury) job in The Netherlands

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The Netherlands Aegon

Job Ref:  776753681
Employer:  Aegon
Sector:  Pensions/Retirement
Qualifications:  Unclassified
Software:  VBA
Excel
R
Job Type:  Full Time
Salary and Benefits:  Competitive
Remote:  No

Location

Country:  Netherlands
City:  The Netherlands
Post Code:  Not specified
Map: 

Description

This is a quantitative orientated role. You will measure, monitor, and report the treasury related risks (liquidity, market, credit and operational risk). Furthermore, build and maintain models for the valuation of the financial instruments of the holding balance sheet and required capital.

This is what you do as a Risk Reporting Specialist (Treasury):
  • Develop and maintain valuation models for (complex) treasury instruments for IFRS, MVN and Solvency II, in line with the Internal Model Validation policy and Data Quality policy
  • Build and maintain capital requirement models for MVN and Solvency II, in line with the Internal Model Validation policy and Data Quality policy
  • Work closely with Group Risk on the measurement, monitoring, and reporting of Aegon's overall risk management framework
  • Work closely with Group Treasury and Country Units treasury departments on transactions and position monitoring
  • Work closely with the Holding Accounting and Control department for the valuation of complex financial instruments for financial reporting Responsible for risk analyses and ad-hoc requests
  • Develop and maintain reporting guidelines and Business Process Documentation for SOX and Aegon's Internal Control Framework
  • Responsible for data quality and data integrity for all valuation models in line with the overall Aegon's risk framework


The primary objective of the team is to provide management of Aegon N.V. with meaningful (non-) financial information, to support the board's decision making process, manage risks and external reporting.

To help to achieve this objective, the H&TC department performs IFRS, MVN, Solvency II and capital information on a quarterly basis for the Holding entities, including the Treasury entities. TRM team is responsible for managing and monitoring risk for Group Treasury, managing liquidity risk, reporting required capital (SCR) to Group, serving as lead for Mid-Office activities, helping other teams with valuing complex Balance Sheet exposures, improving & tracking ALM framework, adopting to changing regulatory environment and working on ad-hoc projects in a dynamic environment. It is a team in which quality work is rewarded, and there are no limits to learn & intellectually challenge yourself in a fast-paced environment.

This is your future position because you:
  • Have an analytical and structured working method;
  • Are a team worker with good communication skills and good problem solving skills;
  • Have university degree in Econometrics/Actuarial/Engineering or a study with quantitative qualifications;
  • Have at least three years of work experience within the financial industry, preferable in an international environment;
  • Have one of the practitioner certifications (CFA, FRM, CQF); Or, you have a practical approach to solving problems with proven skills in Risk Management including Model development;
  • Are proficient in English, both in writing and verbal;
  • Have strong programming skills, preferably experience with VBA in Excel/Access and R.


What will you be getting?
  • You will have a competitive salary;
  • You will also receive a thirteenth month salary 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 28 holiday days;
  • Reimbursement of your travel expenses;
  • An excellent pension scheme.


About Aegon

People are living longer, and at Aegon we are excited by the opportunities this brings. We are here for everyone who wants to make the most of their time on our planet and leave it a little better than they found it. Aegon is an integrated, diversified, international financial services group. We are here to support every stage of a long, healthy life with guidance, financial advice, and propositions. With our solutions for investment, protection, and retirement, we give people the confidence to make the right choices for their future.

To succeed in our mission, we are looking for curious, ambitious and empathic employees who dare to speak out and finish what they start. At Aegon, we are committed to fostering a diverse workforce and an inclusive culture. We are more than a Financial Institution - we are a people business, and we recognize that delivering excellent client outcomes comes from harnessing distinct perspectives. We value diversity in the full range of human uniqueness without limitation including race, gender, ability, language, culture, beliefs, age, origin, background, perspectives and experiences.

Enthusiastic? Apply!

Are you enthusiastic about this vacancy and do you think that Aegon is a good fit for you? Then we invite you to apply. Do you have any questions first? Call +31 6 1932 0190 or send an email to max.krajenbrink@aegon.com. You can find more information about our application process on our website.

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