Over deze vacature
As a Consultant you will be part of an industry-leading team and you will help empower results for our clients by delivering innovative and effective solutions with a focus on reserve and capital calculations for the financial sector. Challenging? Definitely.
Minimum of 1 year experience of working in the financial sectorPython programming experienceDerivatives knowledge
Excellent work from home capabilitiesHelping maintain an innovative product with a small and dedicated teamCompetitive rewards package
Wat ga je doen?
Aon’s PathWise offers the financial sector state-of-the-art software and consulting with quants in actuarial and data science, engineering, hedging, ICT, and asset management. Global clients use our extremely fast PathWise platform based on GPU’s for pricing, valuation, forecasting, hedging, and ALM. Our stochastic economic scenario generators, asset & liability management, big data semi-SQL database, and strong relationship with Amazon and NVIDIA empower thousands.
You will report directly to the Managing Director and Account Director.
As an Aon Data Scientist you will have the next job responsibilities:
- Create financial models in PathWise, focusing on reserve and capital calculations for the financial sector
- Further the development of robust processes for hedging, strategic asset allocation, scenario generator calibration, insurance company financial reporting, etc.
- Participate in the expansion of PathWise functionality as the need arises or as requested by clients
- Develop and maintain Economic Scenario Generators (ESGs) used in the valuation of financial assets and insurance liabilities
Client Implementation Projects
- Create Python scripts to handle input & output, dynamic management information dashboards, and automation of model runs for e.g. sensitivity & movement analysis and scenario generation
- Provide hands-on training for PathWise users and develop standalone training reference material
- Identify shortfalls in company processes and propose improvements
- Troubleshoot issues as they arise during PathWise migrations, focusing on providing a strong initial user experience.
Business Development Support
- Participate in demonstrations to potential clients
- Develop models specific to client requirements for demo’s and onboarding
- Participate in industry, academic and internal research projects
- Develop and deliver presentations on emerging issues pertaining to the insurance industry and the financial services industry
- Attend industry and client conferences to keep informed on industry changes and Python packages.
Waar kom je te werken?
Aon Corporation is a leading provider of risk management services, insurance and reinsurance brokerage, human capital and management consulting, and specialty insurance underwriting. There are 50.000 employees working in Aon’s 500 offices in more than 120 countries.
Backed by broad resources, industry knowledge and technical expertise, Aon professionals help a wide range of clients develop effective risk management and workforce productivity solutions
Wat neem je mee?
At least five (5) years of experience working in the Financial Sector in a pricing/hedging/valuation role working with financial guarantees embedded in life insurance productsYou are experienced in working with IFRS 17A Bachelors or Master degreePython programming experienceIn the position of ambition to obtain a CFA designation or equivalentDerivatives knowledgeSpeaking multiple languages is a plus
Wat bieden wij jou?
A competitive total rewards package, continuing education & training (abroad), and tremendous potential with a growing worldwide organization. At Aon we realize that no one is the same, which is why we offer a flexible salary component (of 19,21 % of your monthly salary) in addition to your fixed monthly salary. You can use this for a variety of purposes, including a gross payment, extra vacation days or extra pension.
In addition, we offer:
€ 3.500,- to € 5.300,- gross per month on a full-time basis, depending on your education and experience.A bonusA non-contributory pensionA sustainable employability budgetThe possibility to work from home for part of the working weekPossibilities to develop yourself