Moving to EC, what to do with my group pension?

I am a Belgian citizen taking on a contract to work at the European Commission as a Contract Agent. In my current job we have a group pension scheme with AG, I wonder if anyone knows what my options are to do with the accumulated pension fund to date?

I think I prefer to have one consolidated pension at the end of the day - not to have to bank on my memory come retirement age - is it possible to transfer the funds I have curently to the EC's pension scheme?