Treasury Risk Analyst in Den Haag

Function

Function
As a Treasury Risk Analyst you measure, monitor and report the treasury related risks (liquidity, market-, credit- and operational risk). Develop and maintain models for the valuation of the financial instruments of the holding balance sheet and required capital. 

You are responsible for the risk measurement, monitoring and reporting of risks (Liquidity, Credit, Market and Operational risk) related to the Treasury activities of Holding, UK, US and NL 
For the valuation of the financial instruments for the market consistent reporting process (IFRS, MVN and Solvency II). You develop and maintain reporting guidelines and Business Process Documentation for SOX and Aegon’s Internal Control Framework
You are responsible for data quality and data integrity for all valuation models in line with the overall Aegon’s risk framework 
And you provide expertise to complex projects within Group Treasury, Finance and Group Risk (including analysing financial risks in asset and product portfolios)

About the department
The department Holding, Treasury & Tax Control (HT&TC) is part of Group Finance. The primary objective of Group Finance is to provide the Executive Board, Management Board and Supervisory Board with meaningful (non-) financial information (e.g. capital, income, balance sheet, sales etc) to support the board’s decision making process and reporting of external disclosures like quarterly press releases and the annual report.
 
The department Treasury Risk management is responsible for maintaining and enhancing all control and reporting aspects for the different reporting metrics (IFRS, MVN, Solvency II, Capital Reporting, Group Risk)

Requirements

Job Profile
As a Treasury Risk Analyst, you have an analytical and structured working method, the ability to work under pressure and meet deadlines without compromising on quality. You are an accurate and detail oriented worker and a team worker with good communication skills
 
Moreover, you have the following qualifications:
•    University degree in Econometrics or a study with quantitative qualifications
•    Significant (4-5 yrs) experience with quantitative risk management and model development
•    Experience with economic required capital calculations and valuation of complex financial instruments
•    Proficient in English, both in writing and verbally 
•    Strong programming skills, preferably experience with VBA in Excel/Access and R
 

Compensation What we offer
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 gross monthly salary of € 3.800 - € 6.000 based on 40 hours a week.
• A monthly flexbudget of 16.7% of your monthly salary.
• A good work/life balance including a minimum of 25 vacation days.
• A commuting allowance.
• An excellent pension plan and discounts on Aegon products.