Overview

Internship for Econometrician Asset Management

Function: 40 hours a week

Type: Internship

Location: Amsterdam / Heerlen

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Description

Individual ALM is about defining optimal savings and asset allocation strategies over the lifecycle, taking into account the full portfolio of retirement income and wealth provisions. Within APG AM, individual ALM is an ongoing research field with applications to several projects within the internal organization. The individual ALM model is currently also tested as tool for individual advice.

Recently individual ALM modeling is extended with data clustering projects. The internal available data sets with detailed characteristics  and choice behavior of plan participants will be used to improve pension service and advice to typical homogeneous subgroups of participants (clusters).
Applied ALM research has proven to very fruitful for doing an internship. Some of these projects have resulted in thesis awards and external publications.

Examples of recent internships

  • Christian Bockweg "Framing and pension annuities”, Erasmus University; Winner Netspar Msc Thesis Award 2015.
  • Jori Arts: ‘DC defaults & heterogeneous preferences, MSc Thesis 2015-017, Tilburg University; Nominated Netspar Msc Thesis Award 2015
  • Jordy Duits: Pension advice via targeting homogeneous subgroups in collective savings plans, November 2017, Tilburg University.

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