As a Financial Model Developer you are responsible for technical specifications of model changes and the optimization of ICT for mathematical and actuarial processes. In case of large changes a programmer will be connected to the team, smaller changes and updates will be performed by the Financial Model Developer.
The technical ownership role for financial models needs to be improved and developed to a higher level. At the moment we still have different tools in place for modelling, where we like to standardize it towards Risk Agility FM, R, SQL 2016 and PowerBI. The development process needs to be improved to an Agile Scrum approach supported by Team Foundation Services.
The function is one with challenge for someone with a background in actuarial / econometrics and a strong interest and knowledge of IT and Big Data.
Your main tasks and responsibilities include:
- Technical Ownership of a subset of financial models
- Technical specification and impacts development of model changes
- Running of financial models during reporting periods
- Development of code, data flows and BI for and around the models
The team consists of 10 team members including 5 model developers, 1 process manager, 4 information/financial analysts and the Manager FIM BI. The team is a mix of different cultures and backgrounds with English and Dutch speakers, where the working language is English. Requirements
As a Financial Model Developer, you have the ability to think strongly "out of the box, and see opportunities. You have excellent communication skills so you are able to establish a connection between financial staff and IT/BI capabilities. Furthermore flair you bring into the organization, you are customer focused and persuasive.
- A master's degree in econometrics, mathematics, statistics or computer science;
- About 3 years' experience in programming;
- Programming capabilities in R, SQL Server and BI;
- General knowledge of Matlab, VBA / .Net and SharePoint 2013;
- Familiar with AO / IC principles and SOX;
- Knowledge of products / experience in the financial services industry is an advantage.
Aegon 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.
- Den Haag
- Fulltime (startersfunctie)