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Aegon Asset Management · 2 days ago

Senior Portfolio Risk Analyst - Aegon AM

Chicago, IL

Full-time

Hybrid

Senior Level, Lead/Staff

$137K/yr - $170K/yr

8+ years exp

Aegon Asset Management is a leading global investor managing assets for a diverse client base. The Senior Portfolio Risk Analyst will oversee investment risk across the US fixed income platform, engaging in risk identification, measurement, and reporting, while collaborating with various teams to enhance risk management practices.

CrowdfundingFinancial Services

Responsibilities

Deliver second-line market and credit risk analysis and oversight across a broad range of fixed income strategies

Apply and interpret quantitative models to analyze portfolio positioning and its implications for risk and performance

Provide independent perspectives and ensure exposures remain within established risk parameters

Conduct tracking error, duration, and volatility analysis, back testing, and tail risk assessments, including value-at-risk (VaR), market, and liquidity stress testing

Stay informed about financial markets and proactively assess how market events may impact portfolio performance and risk

Complete ad-hoc risk analysis projects as requested by prospects, clients, front office and other internal users

Engage proactively with stakeholders and contribute to the ongoing improvement of risk methodologies, models and controls

Collaborate with the front office to review portfolio risk, raise risk awareness through regular discussions and respond to information requests

Support team activities and contribute to achieving the global team plan

Qualification

Investment risk experienceQuantitative analysis toolsFinancial markets knowledgeVBA coding skillsProfessional certificationStatistical skillsMathematical modellingEffective stakeholder managementIntellectual curiosityCommunication skills

Required

Bachelor's degree with 8+ years of investment risk experience, including work with fixed income portfolios

Solid understanding of financial markets and instruments, and investments concepts

Sound communication, statistical, and mathematical modelling skills

Practical understanding of quantitative analysis tools

Coding skills, including VBA, and a professional certification such as CFA, FRM or PRM, is a plus

Preferred

Commitment to fostering a robust risk culture with a focus on continuous improvement

Intellectual curiosity and a drive to innovate for better risk mitigation

Effective stakeholder management and the ability to provide constructive challenge in a constructive manner

Experience with Blackrock Aladdin

Benefits

Competitive Pay

Bonus for Eligible Employees

Pension Plan

401k Match

Employee Stock Purchase Plan

Tuition Reimbursement

Disability Insurance

Medical Insurance

Dental Insurance

Vision Insurance

Employee Discounts

Career Training & Development Opportunities

Paid Time Off starting at 160 hours annually for employees in their first year of service.

Ten (10) paid holidays per year (typically mirroring the New York Stock Exchange (NYSE) holidays).

Be Well Company holistic wellness program, which includes Wellness Coaching and Reward Dollars

Parental Leave – fifteen (15) days of paid parental leave per calendar year to eligible employees with at least one year of service at the time of birth, placement of an adopted child, or placement of a foster care child.

Adoption Assistance

Employee Assistance Program

College Coach Program

Back-Up Care Program

PTO for Volunteer Hours

Employee Matching Gifts Program

Employee Resource Groups

Inclusion and Diversity Programs

Employee Recognition Program

Referral Bonus Programs