Hybrid Risk & Finance Modeling Specialist

Aegon; United States; Hybrid; USD 88,000 - 105,000; Full time

Job summary

Aegon seeks an experienced actuarial modeller to build and analyze sophisticated models for insurance products, investments and portfolios. You will leverage actuarial, financial, statistical skills to develop and validate models across the company’s functions.

You will support modeling on liabilities, assets and derivatives, quantify risks, collaborate with valuation and risk teams, and apply advanced data science techniques to manage high-volume data and complex workflows.

Qualifications

• Bachelor’s degree in a technical/quantitative discipline.
• Three years modeling experience (or one with Master’s) and knowledge of at least one product such as insurance liability or derivatives modeling.
• Good understanding of investment and finance concepts and analytical problem solving.

Responsibilities

• Support modeling activities on insurance liabilities, fixed-income assets and derivatives.
• Model and quantify risks including equity and interest rate sensitivities and cash flow variability.
• Collaborate with stakeholders from valuation, ALM, risk management and reporting.
• Embrace new technologies to improve workflows and mitigate risks.
• Gather market data and develop models to simulate financial reporting processes.
• Interpret issues and recommend solutions; build efficient models with minimal guidance.

Skills

Statistical modeling

Quantitative analysis

Data science

Investment knowledge

Programming (C++/Python)

Risk assessment

Derivative modeling

MoSes/AXIS/ALFA

SAS/R

Education

Bachelor’s degree in statistics/math/CS/engineering/economics

Tools

MoSes/AXIS/ALFA

SAS

R

Python

C++

Job description

Aegon seeks an experienced actuarial modeller to build and analyze sophisticated models for insurance products, investments and portfolios. You will leverage actuarial, financial, statistical skills to develop and validate models across the company’s functions.

You will support modeling on liabilities, assets and derivatives, quantify risks, collaborate with valuation and risk teams, and apply advanced data science techniques to manage high-volume data and complex workflows.