Economic Capital Modelling Specialist

Zurich Insurance Company Ltd, organizačná zložka

Place of work
Nám. 1. mája 18, Bratislava
Contract type
full-time

Information about the position

Job description, responsibilities and duties

You be part of our Economic Capital management Team in Bratislava, working closely with your colleagues in Zurich, the objective of this role is to act as a support function for the Capital modelling team placed in Zurich.

Your role
We are looking for an Economic Capital Modelling Specialist, your main responsibilities will involve:
• Developing key reports based of our Risk Modelling platform using SQL and Microsoft SSRS. The development of these reports will require the candidate to become familiar with the complex reporting requirements in Economic Capital Modelling.
- Analysing S+ modelling code and identifying data sets for reports, further development of Scenario type analysis may be required, S+ or R coding abilities are required.
• You will be required to test complex model implementations and insure that the model calculations are correctly implemented and are meeting the requested needs of the Capital Modelling Team in Zurich.
• Run and coordinate key production processes like the Existing business Risk Based Return Measure (RBRM) calculation, learn the methodologies and analyse the results.
• Carry out change analysis on key Model metrics from period to period.
• Documentation of Key processes will be required.
• Other operational tasks that will require the candidate to be Flexible, learn quickly and adapt.

Information about the selection process

Candidates for this position can register through the site www.profesia.sk

We thank all applicants for their interest to work for Zurich Insurance Company Ltd, oz.
All CVs will be carefully evaluated. However, we will only contact suitable candidates.

Personal data of candidates who fail in the tender will be afterwards disposed of pursuant to law no. 122/2013 (Protection of personal data).

Requirements for the employee

Candidates with education suit the position

University education (Master's degree)
Postgraduate (Doctorate)

Educational Specialization

quantitative finance, mathematics or related subjects

Language skills

English - Upper intermediate (B2)

Number of years of experience

2

The position is suitable for a fresh graduate

Yes

Personality requirements and skills

Degree or Masters in quantitative finance, mathematics or related subjects, FRM, CFA other relevant Professional qualifications are seen as advantageous.
Demonstrable Knowledge of Risk management techniques, such as VaR.
Candidate should either be pursuing actuary or Risk Management as a Career and should be familiar with Market, Credit, Operational Risk Techniques as well as having some demonstrable knowledge of Premium and Reserve Risk, Life and General Insurance Risk and Catastrophe Risk.
Pragmatic problem solver that can cope with imperfect world
Hands-on attitude (spreadsheet, modelling, S+, statistical techniques)
Critical thinking skills
English essential
Good oral and written presentation skills
MS office proficiency

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Brief description of the company

Zurich Insurance Company Ltd is a leading multi-line insurer that serves its customers in global and local markets. With about 55,000 employees, it provides a wide range of property and casualty, and life insurance products and services in more than 215 countries and territories. Zurich’s customers include individuals, small businesses, and mid-sized and large companies, as well as multinational corporations. Zurich Bratislava is a Slovakia-based Competence Center for highly specialized services in the areas of Life and non-life actuarial, risk management, business intelligence, IT application development and service management as well as insurance network. An international workforce of close to 300 colleagues is supporting Zurich’s Corporate Center and Business Units around the globe.

Number of employees

250-499 employees
ID: 2326469  Dátum zverejnenia: 7.12.2015