Mortgage Modelling Specialist
AEGON
The Hague, Netherlands
2 dagen geleden

The job in a nutshell

Aegon is one of the largest mortgage originators in the Netherlands and originates mortgages for its own balance sheet as well as for external investors.

Managing a large mortgage portfolio requires expertise on mortgage-related risks and the impact of market circumstances on the market value of mortgages.

Expertise on these topics is centered in the mortgage cluster of the Methodology team, which is part of the larger Financial Risk Management team of Aegon Group.

The cluster is responsible for prescribing the methodology to value the mortgage portfolio and to calculate capital buffers that should be held.

The team also provides a methodological perspective in case of new mortgage initiatives and analyses the impact on the various models.

Furthermore, some regularly recurring activities are carried out by the team, such as annual parameter calibrations.

After you have familiarized yourself with our models and business, you will soon become responsible for one or multiple mortgage models.

You will improve processes and models in collaboration with stakeholders, such as model developers for changing the model code and the reporting team to discuss the required model output.

You will test model changes, describe them in model documentation, and present them to management for approval. Together with your fellow team members you will strive to deliver model changes as effectively and efficiently as possible by brainstorming on how to tackle problems and challenging proposed solutions.

This is your future position, because you :

  • Have a quantitative background, which is either demonstrated with a university degree in a quantitative field or relevant work experience.
  • Have gained 2-8 years of work experience.
  • Are familiar with mortgage models, such as cash flow projection models, valuation models and / or risk models.
  • Enjoy analysing, structuring and improving complex processes and models.
  • Feel energised when communicating about models by presenting results to senior management.
  • Who will be your new colleagues?

    Next to mortgages, other domains in the Methodology team are responsible for pricing and risk quantification methodologies for all insurance and investment exposures on Aegon’s balance sheet.

    Depending on your experience and ambition there are opportunities to become an expert in one or multiple domains or to develop your leadership skills by taking ownership of certain methodology areas.

    Your team consists of a combination of 28 highly motivated juniors and experienced specialists in the quantitative valuation and risk modelling field.

    Next to learning from these colleagues, there are also social events, such as drinks and team outings, throughout the year.

    Diversity & Inclusion

    At Aegon, we are committed to fostering a diverse workforce and an inclusive culture. We are more than a global Insurance company we are a people business, and we recognize that delivering excellent client outcomes comes from harnessing diverse perspectives.

    We value diversity in the full range of human uniqueness without limitation including race, gender, ability, language, culture, beliefs, age, origin, background, perspectives and experiences.

    Terms and conditions of employment

    We offer you an interesting position where you work independently and professionally in an ambitious and dynamic organization.

    Growth and development are important to us, that is why we invest amply in our employees in the form of development and career possibilities.

    In exchange for your commitment and efforts we offer you an extensive and excellent package of pay and benefits, e.g. :

  • a competitive monthly salary;
  • in addition you receive a fixed 13th month’s salary and holiday allowance in the form of a monthly flexible budget of 16.
  • 7% of your monthly salary;
  • good balance between work and private life with at least 27 holiday days;
  • an appropriate commuting allowance;
  • excellent pension scheme and discount on Aegon products.
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