Internship Model Validation in Den Haag

The Job in a nutshell
Learn about Modelvalidation in practice and directly participate in a validation alongside a validator to gain hands-on experience in validation of a complex model. Independently execute a research project, under the supervision of an experienced validator/coach, that is aimed to contribute to the efficiency of validation and add value to the organization’s model risk management. This includes significant freedom to design your own research topic in collaboration with us. An example of a topic is to design and improve model risk metrics to set validation priorities. See the references provided below for inspiration. 

This is your future internship, because you:

• In your masters year of actuarial, econometrics, statistics or similar direction;
• Experience in statistical software and programming (e.g., R, Python);
• Knowledge on market risks, derivatives, data modelling, Solvency II and IFRS is a nice-to-have;
• Excellent communication skills in English, both in writing and verbally;
• Curiosity and willingness-to-learn;
• Available for at least 4 days a week starting from October for a minimum of 4 months. 

*This internship has no opportunity for writing a thesis.

Important note:
It is required to be enrolled at an university to take part in this internship. Next to that you will need a Dutch BSN-number and Dutch bank account. If you are a non EU/EER student, you will need a valid residence permit stating that you may work ('arbeid vrij toegestaan'). Applications that do not fulfill this criteria cannot be taken into consideration.

Who will be your new colleagues?
We are the model validation hub at Aegon. We review all types of models across the Aegon Group, offering a unique perspective of models across all domains (e.g., pricing, capital management, asset-liability management, financial reporting, etc.) and modelling practices across the company. We seek an intern to join our diverse team to execute a research project in Model Risk Management and provide support on on-going validations.  

What will you be getting?
We offer a challenging internship in a dynamic work environment within Aegon Group. You can gain your first work experience within this leading company. The office is located in The Hague and working from home could be possible. During your internship you will be guided by experienced colleagues and there will be a decent compensation.

Enthusiastic? Apply! 
Do you have what it takes to become our intern at our Model Validation hub, then we look forward to receiving your CV and cover letter via this webpage. For more information, please contact our Campus Recruiter Emily van der Werff at emily.vanderwerff@aegon.nl or call +31683041623.