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Research analyst – Mathematics
Zurich Insurance Company Ltd, organizačná zložka
Place of work
Nám. 1. mája 18, Bratislava
Nám. 1. mája 18, Bratislava
Contract type
full-time
full-time
Information about the position
Job description, responsibilities and duties
Key Responsibilities:
•Support in preparing and maintaining mathematical documentation for the models used to produce stochastic Economic Scenarios (LMM+, LMM, TVDV equity, 2 factor Vasicek) and in defining the methodology for their practical usage,
•Gain robust mathematical and practical understanding of those models, the underlying market data used for calibration, the key quality criteria for validating their output,
•Become subject expert for all external and internal stakeholders at all level of the organization (e.g. senior management, models technical experts from the external provider of the tools used for economic scenario generation, regulators),
•Support the Market Consistent Economic Assumption team in achieving its objecting for Developments and Production.
•Support in preparing and maintaining mathematical documentation for the models used to produce stochastic Economic Scenarios (LMM+, LMM, TVDV equity, 2 factor Vasicek) and in defining the methodology for their practical usage,
•Gain robust mathematical and practical understanding of those models, the underlying market data used for calibration, the key quality criteria for validating their output,
•Become subject expert for all external and internal stakeholders at all level of the organization (e.g. senior management, models technical experts from the external provider of the tools used for economic scenario generation, regulators),
•Support the Market Consistent Economic Assumption team in achieving its objecting for Developments and Production.
Employee perks, benefits
International global company and work teams
Modern Work Environment based in the Centre of Bratislava
Challenging tasks
Possibility for further development and career path
Competitive remuneration package
Daily use of English
Modern Work Environment based in the Centre of Bratislava
Challenging tasks
Possibility for further development and career path
Competitive remuneration package
Daily use of English
Information about the selection process
Candidates for this position can register through the site www.profesia.sk. Please, send us your CV in English.
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).
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)
Postgraduate (Doctorate)
Educational Specialization
• MSc or PHD Degree in Mathematics (or other degrees with mathematical subjects)
Language skills
English - Upper intermediate (B2)
Personality requirements and skills
Requirements
•MSc or PHD Degree in Mathematics (or other degrees with mathematical subjects)
•Strong knowledge of stochastic calculus, ideally applied to financial modelling and option pricing
•ability to analyse and understand mathematical papers on stochastic modelling and to summarize complex mathematical theory in concise yet detailed mathematical documentation
•VBA, Matlab or other programming languages are seen as advantage
•English language– ability to read and write research papers and communicate with relevant stakeholders
•Previous experience in Finance, ideally with stochastic financial models (e.g. LMM/LMM+) and/or Bloomberg is a plus
•German language is a plus
•MSc or PHD Degree in Mathematics (or other degrees with mathematical subjects)
•Strong knowledge of stochastic calculus, ideally applied to financial modelling and option pricing
•ability to analyse and understand mathematical papers on stochastic modelling and to summarize complex mathematical theory in concise yet detailed mathematical documentation
•VBA, Matlab or other programming languages are seen as advantage
•English language– ability to read and write research papers and communicate with relevant stakeholders
•Previous experience in Finance, ideally with stochastic financial models (e.g. LMM/LMM+) and/or Bloomberg is a plus
•German language is a plus
Advertiser
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: 2427165
Dátum zverejnenia: 28.4.2016
2016-04-28
lokalita: Bratislava Pozícia: Financial Analyst, Research Worker, Scientific Worker, Statistician Spoločnosť: Zurich Insurance Company Ltd, organizačná zložka