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Asset Performance / Attribution Analyst - NN

Location: The Hague
Salary: € 3962 - € 5661 a month
Employment: Full-time
In this role you will be the performance measurement expert who is responsible to analyse and explain the market value movements in the asset portfolio, covering fixed income and other instruments (like equities and derivatives).

The Investment Operations department within the Finance Service Centre opens a position to an Asset performance / attribution analyst.

Are you curious how performance of financial markets translates into the asset-movements within the balance sheet of NN? Then this might be the position for you!

The position of Asset Performance / Attribution Analyst offers you a salary between € 3.962,- and € 5.661,- based on 40 hours.

Your impact as Financial Reporting Analyst Solvency II at NN

In this role you will be the performance measurement expert who is responsible to analyse and explain the market value movements in the asset portfolio, covering fixed income and other instruments (like equities and derivatives). The Analysis of Movement is a service provided by the central team for the whole of the NN Group portfolio, including the Business Units. The AoM for assets is calculated centrally within the Finance Service Centre of NN. The AoM-service entails the monthly performance attribution including narratives, which will be used by NN Group and its various business units for their standard reporting process and ad-hoc calculations. The attributions consist of accrual, timing, inflation related timing, interest, inflation, spread, FX, equities and transactions. We are currently in project modus, so you can assist to design, build and test this service in our standard tooling. The performance attribution is calculated with Simcorp Dimension Fixed Income Performance Attribution (FIPA).  You will have a unique opportunity to extend your business knowledge of risk management concepts in today’s ever-changing financial markets and the market data that drives them.

Your responsibilities

During the AoM-project phase and at future changes make sure that:

The performance calculation is compliant with the  AoM-policy of Chief Actuarial Office (CAO). And you translate, together with asset specialists, the AoM-policy to data model assumptions on instrument level.

  • Make sure that these data model assumptions, together with the asset and Simcorp FIPA experts, are configurable in SCD FIPA
  • Test the new configuration and validate if the outcomes are in line with market developments

After the AoM-project phase, you main tasks will be:

  • Perform check and balances on the results to ensure the correctness of the outcomes
  • Understand the results in relation to the characteristics of the instruments in the portfolio and based on these insights draft the narratives per Business Unit
  • Answer questions on the performance attribution from Business Units

Next to the AoM reporting also Operational Capital Generation (OCG) reporting is part of this function. The OCG metric is used in the Solvency II reporting and provides an insight into our future capital generation for stakeholders. This insight gets a lot of attention, because the current P&L is only backward looking. Since our last Capital Markets Day our OCG performance became a very important metric on board level. Your role is also to make sure that we generate the AoM-figures in such a way that we can report on OCG from asset perspective in timely and consistent manner to our business units and stakeholders.

Who you are

We are looking for a pro-active team player that can also operate as an independent professional, is self-sufficient in prioritizing and doesn’t need guidance in the day to day business. You have affinity with valuation of financial asset instruments and strong problem-solving skills.

  • Financial Risk Manager (FRM), Chartered Financial Analyst (CFA)
  • University degree in Econometrics, Financial Mathematics, Actuarial Sciences or related discipline
  • 5-7 years of work experience in asset performance/attribution, actuarial or risk function
  • Good analytical and communication skills in English, both oral and written
  • Attention to detail

Your colleagues

As an Asset performance / attribution analyst you will be part of the Investment Operations value stream within NN Group Finance, which is located in Head Office in The Hague, Netherlands. The values stream is responsible for the Accounting Book of Records (ABOR), data delivery regarding Insurance Investments for all NN Insurance Business Units within NN Group. The department is divided into the following teams; Asset Roadmap Program, Accounting Operations, Controlling, DevOps Data Platform, DevOps Investment Accounting Platform and last but not least our Cognizant off shore team in India.

As an Asset performance / attribution analyst you will be a member of the Controlling team. You work in an international environment. The controlling team has 20 employees working in Sub teams on different assignments and focus areas. The team is the process owner of ABOR, serves as a mid-office for several investments, is responsible for Performance and Analytics (including forecasting & budgeting), data delivery, and operates as the business partner for the Investment Accounting Book of Records where the team works closely together with the Dutch and international NN Insurance entities, Investment Office (front office team within NN), Corporate Treasury, Group Risk, NN Investment Partners and Group Finance in order to deliver accurate, consistent, timely and high-quality asset data regarding the NN Group Insurance Investments.

Continue developing

It is important to us that you continue to develop yourself. We give you the space and the confidence to grow in your career as well as a person. We help you with:

  • Plenty of training and learning opportunities in our Learning & Development Centre
  • A large (international) network of colleagues who are keen to share their knowledge with you
  • The autonomy to set out your own development path

About NN

We help people care for what matters most to them. The world in which we live may change, but what really matters to people remains the same. Family, friends, love, health, home and of course work. You help to make our services more personal and relevant. As an organisation we can really make a difference with all our brands: Nationale-Nederlanden, NN Investment Partners, ABN  AMRO Verzekeringen, Movir, AZL, BeFrank, Zicht and OHRA.

Employee benefits

You are more than a colleague and we understand that very well at NN. You have different roles in life and that involves choices. We give you the opportunity to select the employee benefits that are important to you and that match your personal situation. This includes buying additional leave or flexible working hours. Your holiday allowance and 13th month are paid with your salary monthly, so there is no need to wait.

Because of coronavirus, all NN colleagues are currently working from home fully digitally. It is currently not yet clear when we can return to the office. The official location for this job is The Hague.

Will you be our new colleague?

If you are enthusiastic about this vacancy and think that you would be a good fit for the team at NN, we would like to invite you to apply. We are very keen to find out who you are, what motivates you and what you can contribute to this role at NN.

Apply now

If you have any questions about the vacancy or the process, give us a call or let us know on WhatsApp. You can reach out to Yasmine Korving (Recruiter) via Yasmine.Korving@nn.nl .

This is a permanent position. A candidate will receive a contract from NN and we are not open to interim/freelance assignments and/or candidates or recruitment agencies. Thank you very much for your understanding.

Location:
The Hague

Information and application:

Apply:

Please send your application for Asset Performance / Attribution Analyst at NN in The Hague including your CV via our website.

Job code:
REQ2670003
Job posted
14 april 2021
Apply Now
More information:

If you have any questions about the vacancy or the process, give us a call or let us know on WhatsApp. You can reach out to Yasmine Korving (Recruiter).

contactpersoon
 
Contact:
Yasmine Korving
Recruiter
m. +31 (0)6 55 19 64 09
E-mail

Read all about working at NN

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