Hallo Senior Quantitative Risk Manager
Word jij onze nieuwe collega?
Hallo Senior Quantitative Risk Manager
Word jij onze nieuwe collega?

Senior Quantitative Risk Manager

Den Haag Senior WO Risk € 4.900 - € 7.900
Geplaatst op: 22 dec 2023
Solliciteer direct Translate this page How to translate this page? Multiple language support

Sorry currently we only support a Dutch text version of this website. If you use this solution our complete website will be translated for you in the language you prefer.

How to fix this?

You can easily use your desktop browser's features to translate this website for you. To do this you need to take these steps:

  1. On the right of the address bar, click Translate.
  2. Click on your preferred language.
  3. Your browser will translate our current webpage.
browser functionality for page translation

Due to a recent large acquisition, it is more crucial than ever to manage the financial risks at a.s.r. Do you want a leading role in the subsequent large projects with many stakeholders? Become a Senior Quantitative Risk Manager at a.s.r.!

As a Quantitative Risk Manager, you and your teammates are responsible for the risk quantification models for most of a.s.r.’s investment and insurance risks. We are looking for a senior quantitative risk manager, with relevant industry experience and project management capabilities to strengthen our team. As a result of the acquisition of Aegon, new risk types and different business units are involved. These are exciting developments, in which you will have a key role as a senior. Your project management capabilities and relevant work experience will come in handy. Although the focus is on market risk models, risk aggregation and/or LACDT, you ultimately determine the precise content of your work. Interested? Then becoming a Senior Quantitative Risk Manager at a.s.r. may be perfect for you!

This is what you’ll do as a Senior Quantitative Risk Manager at a.s.r.

  • you lead and own the development and maintenance of financial risk models
  • you manage projects for the rollout of internal models within a.s.r. and/or for the integration of Aegon and a.s.r.
  • you carry out stakeholder management and inform the organization - for example the Balance Sheet Management and Asset Management departments - about progress and status
  • you coach junior colleagues in their work and act as a role model for them
  • you lead project teams and ensure clear project plans

 This vacancy is perfect for you, because

  • as a Senior Quantitative Risk Manager you preferably have considerable internal modeling experience (e.g. in interest rate risk or credit risk) as well as in-depth knowledge of Solvency II
  • you have a Master’s degree within econometrics, mathematics, physics or any other quantitative field and at least 6 years of relevant work experience within a financial institution or financial consultancy
  • you have proven track record in managing projects
  • you have preferably programming skills (in R or Python) and you have a passion for analyzing models and processes, clearly communicating about them and improving them on a continuous basis
  • furthermore you are a positive and pro-active team player, analytical and results driven

This is what we can offer you

  • a gross salary of €4.900 - € 7.900 based on 38 hours per week, a 13th month and 8% holiday allowance
  • a very good pension plan with a high contribution from the employer. Plus an attractive home working allowance and discount on insurance products
  • at a.s.r., we are flexible when it comes to working from home: on average, we work 60% from home and 40% in the office, and you have plenty of room to determine your own working hours
  • an NS Business Card with free travel (also for private use) or a travel reimbursement
  • a lot of attention for your personal development and vitality
  • work with a positive influence on the society of tomorrow; together we dedicate ourselves to a more fair and sustainable future

This is where you’ll work as a Senior Quantitative Risk Manager in Utrecht

You will work in the methodology team of the Risk department. Here, 25 colleagues - from juniors to very experienced professionals - work closely together in an open, dynamic and relaxed atmosphere. Together we are responsible for developing the risk quantification models for most of the investment and insurance risks of a.s.r. We own and develop various quantitative models, like the internal models we use under the Solvency II framework. You will have ample opportunities to rotate across topics, allowing you to develop into a substantive expert in a broad field. By taking on large projects with many stakeholders, you quickly develop your leadership skills. Would you like to develop further, work partly from home or do you have other wishes for your work? At a.s.r. anything is open for discussion.

Apply for this vacancy

Enthusiastic? Please respond via the ‘apply’ button. We believe diversity will collectively make us stronger and better. We are committed to equal career opportunities for everyone and your qualities are all that matter to us. That’s why we are totally fine with you not including your date of birth, gender and place of birth in your CV.

Here you can find more information about the application process.

Please contact Tristan Hands (Team-lead Market, Credit & Aggregation Risk): +31 6 30197958 / tristan.hands@asr.nl for any content related questions.

We enjoy working with a select group of preferred suppliers. Acquisition by recruitment, secondment or temporary employment agencies is therefore not appreciated.

Solliciteer direct
Nog vragen?

Verhalen van collega's

  • Mooi dat er zo’n open cultuur heerst waarbij iedereen zo benaderbaar is.
  • Je kunt hier van alles doen, zolang je zelf de regie pakt.
Bekijk alle verhalen