ALM Modeler: Risk Analytics & Financial Modeling

Aegon; United States; Hybrid; USD 73,000 - 80,000; Full time

Job summary

Aegon is seeking a Modeler - ALM Modeling to build and analyze sophisticated models for insurance products, investments and portfolios. You will apply actuarial, financial, statistical, data science and balance sheet modeling techniques to develop, test and validate models across functions.

The role emphasizes risk measurement, model governance and leveraging new technologies to improve workflows within a hybrid office setting.

Qualifications

• Bachelor’s degree in a technical/quantitative discipline such as statistics, math, actuarial science, computer science, economics, engineering, or a related business field such as finance
• Academic or job exposure to at least one area product such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning, or artificial intelligence
• Good understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting

Responsibilities

• Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative investment, or liquidity risks.
• Embrace new technologies to improve workflows.
• Build external or embedded controls to mitigate operating risks in workflows.
• Apply risk management techniques and procedures, including the company's mandated risk methodologies.
• Gather and analyze market data, calculate hedge program or portfolio statistics and develop/use models to simulate financial reporting processes.
• Apply and integrate statistical, mathematical, predictive modeling and business analysis skills to manage and manipulate complex high volume data from a variety of sources.
• Interpret internal or external issues and recommend solutions/best practices.
• Solve complex problems; take a broad perspective to identify solutions.
• Apply judgment to modeling choices in a defensible manner.
• Assess the materiality of various modeling and data choices.

Skills

Programming in C++/C#/Python

Data analysis

Financial concepts understanding

Education

Bachelor’s degree in statistics/math/actuarial/computer science/economics/engineering/finance

Tools

SAS

R

SPSS

SQL

Job description

Aegon is seeking a Modeler - ALM Modeling to build and analyze sophisticated models for insurance products, investments and portfolios. You will apply actuarial, financial, statistical, data science and balance sheet modeling techniques to develop, test and validate models across functions.

The role emphasizes risk measurement, model governance and leveraging new technologies to improve workflows within a hybrid office setting.