Job: Intermediate Risk Analyst I

Jobing Description

An exciting opportunity exists within Investment Risk Management for a risk analyst to model, quantify, and analyze investment risk. You will work on a variety of projects to quantify relationships within portfolios and among a variety of asset classes, including corporate bonds, asset-backed securities, mortgage-backed securities, emerging markets, private placements, commercial mortgage loans, real estate, equities, derivatives and hedge funds. You will interact in a dynamic environment, working closely with Investment Risk Management, Portfolio Management, Asset Specialists, and some Operating Divisions. Typical projects include modeling credit loss distributions, modeling economic and earnings distributions across all capital market risks, and economic capital modeling and factor development.

RESPONSIBILITIES Running and improving our internal credit loss model and producing credit loss reports
Working with investment professionals on appropriate inputs to the model
Assist in economic capital calculations
Gain an understanding of the various risk models we use and be able to run/enhance these models to improve our risk management capabilities
Create models/analytics designed to improve the organization?s risk management capabilities

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Qualifications
CANDIDATE SKILLS PROFILE

Job Related Qualifications
1. Demonstrated ability to use different mathematical modeling techniques, for consistent results.
2. Demonstrated ability to develop creative solutions to analytical problems, making use of spreadsheets, databases, statistical packages, and graphics.
3. Good general understanding of investments and related risk measures.
4. Some general understanding of insurance products.
5. Ability to perform research through the use of internal and external information resources.
6. Excellent listening skills and ability to read and interpret difficult technical information.

AEGON Asset Management Core Competencies
1. Customer Focus Ensuring that the customer perspective is a driving force behind business decisions and activities; crafting and implementing service practices that meet customers? and own organization?s needs. Deal with service failures and prioritize customer needs.
2. Professional Competency Having achieved a satisfactory level of technical and professional skill or knowledge in position-related areas; keeping up with current developments and trends in areas of expertise.
3. Risk Management Initiating action that tries to achieve a recognized benefit or advantage when potential negative consequences are understood.
4. Teamwork Active participation as a member of a team to move the team toward the completion of goals and creating team spirit. Able to share due credit with coworkers; display enthusiasm and promote a friendly group working environment; work closely with other departments as necessary; support group decisions and solicit opinions from coworkers.

Job Specific Competencies
1. Problem Solving Finding solutions to problems by analyzing and untangling complex situations, processes and issues. Identifying and understanding issues, problems, and opportunities; comparing data from different sources to draw conclusions; using effective approaches for choosing a course of action or developing appropriate solutions; taking action that is consistent with available facts, constraints, and probable consequences.
2. Innovation Recognizing chances, opportunities and/or threats, followed by taking appropriate action. Generating innovative solutions in work situations; trying different and novel ways to deal with work problems and opportunities.
3. Planning, Organization and Accountability Setting high standards of performance for self and others; assuming responsibility and structuring work to utilize time, resources and talent as efficiently as possible. Able to manage multiple projects and taking responsibility to successfully complete assignments or tasks.
4. Communication Presenting information in a transparent, structured and logical way. Taking the needs of different people into account in order to effectively exchange two way delivery of information.

EDUCATION/TRAINING/ENVIRONMENTAL Requires a bachelor?s degree in mathematics, actuarial science, finance, business, or related field with at least 6 years relevant work experience or graduate degree with at least 2 years relevant work experience. ASA/FSA, and / or CFA designation encouraged.
Knowledge of financial quantitative tools is strongly preferred.
Should have a good understanding of insurance products.

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How To Apply
Go to www.aegonins.com, locate job and check the apply now box

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Equal Employment Opportunity
The candidate hired for this position will be an employee of AEGON USA Realty Advisors, LLC