Senior Portfolio Risk Analyst - Aegon AM
About the position Join our Portfolio Risk Management team as a Senior Portfolio Risk Analyst, where you’ll oversee investment risk across AAM’s US fixed income platform. This role covers the full value chain of risk management—from risk identification and measurement to active engagement with portfolio management and risk reporting. You will help develop effective risk management measures, shared methodologies and reporting tools that support both our general account and third-party clients. You will thrive in a dynamic, collaborative environment, working closely with colleagues in Risk Management, Portfolio Management and across the business functions. This is a second-line position, ideal for individuals who enjoy applying their technical expertise to improve the outcomes for our clients and business. This role reports directly to the US Head of Risk Management.
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.
Requirements
- 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.
Nice-to-haves
- 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
- Benefits Package: Pension Plan
- 401k Match
- Employee Stock Purchase Plan
- Tuition Reimbursement
- Disability Insurance
- Medical Insurance
- Dental Insurance
- Vision Insurance
- Employee Discounts
- Career Training & Development Opportunities
- Health and Work/Life Balance Benefits: 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
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