Senior Modeler, Insurance & Risk Analytics Lead

Aegon; United States; Hybrid; USD 125,000 - 135,000; Full time

Job summary

Aegon in the United States seeks a senior modeling professional to build and analyze sophisticated models for insurance products, investments and portfolios. You will leverage actuarial, financial, statistical, data science, and balance sheet modeling to develop, test and validate models for risk‑adjusted returns.

Responsibilities include supporting modeling activities for insurance liabilities and assets, quantifying risks, collaborating with risk and valuation teams, and embracing new

Qualifications

• Bachelor's degree in a technical/quantitative discipline.
• Eight years of modeling experience (or six with Master's degree) with expert knowledge in two or more products such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning, or artificial intelligence.
• Familiarity with asset liability management practices.
• Good understanding of investment and finance concepts, and the ability to creatively apply them in solving analytical problems.

Responsibilities

• Support modeling activities on various insurance liabilities, fixed-income assets and derivatives in actuarial systems, including AXIS/ALFA/MoSes.
• Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative investment, or liquidity risks.
• Collaborate with key stakeholders from business line valuation, ALM, risk management, and financial/risk reporting etc.
• 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.

Skills

Modeling experience

Asset liability management

Financial concepts

Statistical analysis

Education

Bachelor's degree in technical/quantitative field

Master's degree preferred

Tools

C++

C#

Python

MoSes

AXIS

ALFA

SAS

R

SPSS

SQL/DB design

Job description

Aegon in the United States seeks a senior modeling professional to build and analyze sophisticated models for insurance products, investments and portfolios. You will leverage actuarial, financial, statistical, data science, and balance sheet modeling to develop, test and validate models for risk‑adjusted returns.

Responsibilities include supporting modeling activities for insurance liabilities and assets, quantifying risks, collaborating with risk and valuation teams, and embracing new