Hallo Quantitative Risk Manager (Mortgages)
Word jij onze nieuwe collega?
Hallo Quantitative Risk Manager (Mortgages)
Word jij onze nieuwe collega?

Quantitative Risk Manager (Mortgages)

Den Haag Medior WO Risk € 4.100 - € 7.000
Geplaatst op: 23 jan 2024
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

Do you want a leading role in large projects with many stakeholders, with a focus on mortgage modeling? Become a Quantitative Risk Manager at a.s.r.!

As a result of the recent acquisition of Aegon, new risk types and more and different business units are involved. Exciting developments, in which you will have an important role to play 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. With your industry experience and preferably knowledge of mortgage modeling you will be a strong addition to our team. Although the focus is on mortgage models, you ultimately determine the precise content of your work. Interested? Then becoming a Quantitative Risk Manager at a.s.r. may be perfect for you!

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

  • you participate in the development and maintenance of financial risk models, in particular mortgage-related models
  • you manage part of the projects for the rollout of internal models within a.s.r. and/or for the integration of Aegon and a.s.r.
  • you engage with experts from other departments in the organization – for example the Balance Sheet Management, Asset Management, and Mortgage departments – about new developments in the market and the mortgage portfolio of a.s.r.
  • you may coach junior colleagues in their work

This vacancy is perfect for you, because you have

  • a solid basis in modeling (e.g. in credit risk or actuarial risk) and ideally also a basic understanding of Solvency II
  • a Master’s degree in econometrics, mathematics, physics or any other quantitative field and at least 3 years of relevant experience within a financial institution or financial consultancy
  • experience in project management and preferably you have programming skills (in R or Python)
  • a passion for analyzing models and processes, clearly communicating about them and improving them on a continuous basis
  • a strong team spirit, and you are positive minded, analytical and results driven

This is what we can offer you

  • a gross salary of €4.900 - € 7.000 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 Quantitative Risk Manager in Utrecht

You will work in the methodology team of the Risk Management 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 expand 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 Risk Management 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 Françoise Alblas (Team-lead Actuarial, Mortgage & ESG): +31 6 82547116 / francoise.alblas@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.

Sollicitatieprocedure
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