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Treasury Risk Reporting Specialist

Posted 22 Mar 2024
Work experience
3 to 7 years
Full-time / part-time
Full-time
Job function
Degree level
Required language
English (Fluent)

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Are you interested in an exciting and challenging role in an international environment? Apply now for the role as Treasury Risk Reporting Specialist and become part of the Holding, Treasury & Expense Control (HT&EC) team at the Aegon global head office. This role is part of the Treasury Risk Management (TRM) Team, a sub team under HT&EC.

You will measure, monitor, and report the treasury related risks (liquidity, market, credit and operational risk). Furthermore, build and maintain models for the valuation of the financial instruments of the holding balance sheet and required capital.

This is what you do as a Treasury Risk Reporting Specialist:

  • Develop and maintain valuation models for (complex) treasury instruments for IFRS, MVN and Solvency II, in line with the Internal Model Validation policy and Data Quality policy
  • Build and maintain capital requirement models for MVN and Solvency II, in line with the Internal Model Validation policy and Data Quality policy
  • Work closely with Group Risk on the measurement, monitoring, and reporting of Aegon’s overall risk management framework
  • Work closely with Group Treasury and Country Units treasury departments on transactions and position monitoring
  • Work closely with the Holding Accounting and Control department for the valuation of complex financial instruments for financial reporting Responsible for risk analyses and ad-hoc requests
  • Develop and maintain reporting guidelines and Business Process Documentation for SOX and Aegon’s Internal Control Framework
  • Responsible for data quality and data integrity for all valuation models in line with the overall Aegon’s risk framework

The primary objective of the team is to provide management of Aegon N.V. with meaningful (non-) financial information, to support the board’s decision making process, manage risks and external reporting.

To help to achieve this objective, the HT&EC department performs IFRS, MVN, Solvency II and capital information on a quarterly basis for the Holding entities, including the Treasury entities. TRM team is responsible for managing and monitoring risk for Group Treasury, managing liquidity risk, reporting required capital (SCR) to Group, serving as lead for Mid-Office activities, helping other teams with valuing complex Balance Sheet exposures, improving & tracking ALM framework, adopting to changing regulatory environment and working on ad-hoc projects in a dynamic environment. It is a team in which quality work is rewarded, and there are no limits to learn & intellectually challenge yourself in a fast-paced environment.

This is your future position because you:

  • Have an analytical and structured working method
  • Are a team worker with good communication skills and good problem solving skills
  • Have university degree in Econometrics/Actuarial/Engineering or a study with quantitative qualifications
  • Have at least three years of work experience within the financial industry, preferable in an international environment
  • Have one of the practitioner certifications (CFA, FRM, CQF); Or, you have a practical approach to solving problems with proven skills in Risk Management including Model development
  • Are proficient in English, both in writing and verbal
  • Have strong programming skills, preferably experience with VBA in Excel/Access and

What will you be getting?

  • You will have a competitive salary
  • You will also receive a thirteenth month salary and a holiday allowance in the form of a monthly flex budget, amounting to 16.7% of your monthly salary
  • Plenty of scope and budget for your personal development
  • A minimum of 28 holiday days
  • Reimbursement of your travel expenses
  • Discount on Aegon life insurance products
  • An excellent pension scheme

Mensen leven steeds langer. Bij Aegon zijn we enthousiast over de kansen die dit biedt. Het is daarom onze missie om mensen te helpen het beste uit hun leven te halen voor een lang en gelukkig leven.
Om onze missie te laten slagen, zijn we op zoek naar nieuwsgierige, ambitieuze en empathische medewerkers die zich uit durven spreken en afmaken waar ze aan beginnen. We willen een zo divers mogelijk team met verschillende culturen, achtergronden, geloofsovertuigingen en geaardheden.

Finance & Banking
Den Haag
Active in 20 countries
3,500 employees
60% men - 40% women
Average age is 35 years

What employees are saying

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Werken bij een grote organisatie in de financiële sector. Tim Steinkuhler had het nooit van zichzelf verwacht tijdens zijn studie Business Analytics aan de Vrije Universiteit. Toch ging hij als Customer Intelligence Analist bij Aegon aan de slag: ‘Ik vind het geweldig om door grote databases te…