All:
 
This is an unofficial job posting for a position I have with AEGON in
Baltimore, Maryland.  If interested, please contact me for details and the
official job posting.
 
The position is with the Group Risk group (the first "Group" should be
translated as "Corporate"); the specific area is Market Risk.  The
responsibilities are of a quite quantitative nature.  The composition of the
group (most everyone is an actuary) and the keywords/activities below should
give a taste of the nature of the position:
-          Creation of stochastic scenarios for Interest rates, equities,
etc for the valuation of company assets and liabilities.
-          Programming in R, VBA
-          Good knowledge of SQL and relational databases
-          Good knowledge of insurance markets; familiarity with structured
instruments in insurance
-          Financial engineering, TS analysis, statistics
-          Excellent communications skills.
This position is junior to mid-career level.  An actuary who has passed the
relevant exams and is a good programmer in the above languages would be
reasonably well qualified but anyone with about 75% of the above fields
would be a good candidate too.
 
If interested, please email me at Yannis.tzamouranis@aegon.com (or at this
yahoo address).  
 
Yannis Tzamouranis
 
P Please consider the environment before printing this email
 

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