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Sr. Portfolio Risk Manager
- Sr. Portfolio Risk Manager
Risk
Den Haag - The Hague
Aegon Asset Management NL
Are you seeking a career in an inspiring, enthusiastic, international, entrepreneurial and agile environment? Want to work at one of the largest Dutch Financial Institutions? Aegon Asset Management should be your next employer.
Aegon Asset Management (AAM) is a global, active investment manager. Investors worldwide entrust our organization to manage approximately €345 billion on their behalf. Aegon Asset Management has operations throughout the UK, Continental Europe, North America and Asia.
As a Senior Portfolio Risk Manager you will be part of a team dedicated to investment risk management activities in support of Aegon Asset Management’s (AAM) portfolios. More specifically, you will work in the Portfolio Risk Management (PRM) department consisting of a team of 17 investment-focused risk professionals located across four offices in three countries. You will be reporting to the Head of Equity, Multi Asset Solutions and Real Assets PRM who is based in the UK.
You are responsible for the full value chain in our risk management process, going from risk identification, risk monitoring, risk measurement, to active challenge of portfolio management and risk reporting. You continuously track developments of new products, models and investment mandates, in cooperation with the client, account management, and our portfolio management teams, and provide oversight and challenge on all these activities.
To succeed in this role you have excellent communication skills and know how to engage with different stakeholders to ensure you can represent the team both inside the organization and towards clients. Extensive knowledge of derivatives and a detail oriented focus is required to provide in-depth reviews, discussions and challenge. This is a great senior role for someone who likes to combine technical knowledge with a key representative role within Aegon Asset Management.
Key Responsibilities include:
- Modelling and monitoring equity, multi asset, fixed income and investment solution market related risks (e.g. VAR, expected shortfall, volatility, tracking error, beta and correlation, duration, spread duration, spread DTS and liquidity) across portfolios globally to support investment decision making and front office oversight.
- Engaging with portfolio managers and investment team heads to provide and develop risk reporting and value add analysis.
- Analysing portfolios’ risks to support front office decision making, product development, sales strategy and client servicing activities
- Perform ad-hoc risk analysis projects as required by prospects, clients, front office and other internal users of risk analysis.
- Drive and support team activities including achieving global team plan.
- Provide support and mentoring to other less experienced team members.
- Ability to develop strong relationships with senior stakeholders across the business.
- Compliance with all AAM policies and standards.
As Sr. Portfolio Risk Manager you are able to analyze complex problems. You are able to test solutions and to sharpen things up. You formulate and substantiate your advice and insights carefully. You also have an excellent sense of relationships and you enjoy working together with others. Finally you pay attention to quality and you are proactive in your approach. Furthermore, you have the following qualifications:
- A Master’s degree level in a quantitative or mathematical discipline.
- Significant experience in the financial industry, preferable in portfolio risk management with focus in equites, multi asset and/or fixed income.
- Strong knowledge of financial markets, derivatives and risk management metrics including but not limited to VaR, volatility, tracking error, duration, liquidity, beta and correlation.
- Strong communication and interpersonal skills and excellent problem solving and analytical capabilities.
- Ability to work under limited direction to meet agreed targets.
- Experience working with European regulations including UCITS and AIFMD.
- Ability to work as part of a team to make the team a success
- CFA, PRM or FRM qualifications are advantageous.
- Strong Proficiency with Microsoft Excel essential.
- Fluent
Dutch
andEnglish
skills required.Interested?
Does this role appeal to you? We then look forward to receiving your cv and motivation via our application form on this website. For more information about the application procedure you can contact Dave Heilbron, Sr. Talent Acquisition Business Partner:or +31 (0)6 83 25 44 97
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