Economic Capital Modelling Specialist (Quantitative Developer)

Our opportunity

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
  
As 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

 

Your Skills and Experience
 
As an Economic Capital Modelling Specialist  your skills and qualifications will ideally include:
* 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
* Good oral and written presentation skills
* MS office proficiency
* English: Fluent spoken and written

 

Additional Information
 
Primary work location is Bratislava. This position may require occasional travel. You can apply by clicking on the button “Apply online”
 
Who we are
 
Looking for a career that will excite, challenge and inspire you? Thinking about insurance? Perhaps you should. Working for us is a totally different experience to what you probably expect. How do you feel about the things you truly love? Don’t you want to protect them in the best way possible? Imagine if you could help people do this all over the world. You’d give them confidence and reassurance by protecting what they love most. This is no easy task. In today’s interconnected world, tackling risk is fast, unpredictable and invigorating. You’ll have to think on your feet as you manage risks big and small, from flooding to cyber crime. You’ll be tackling issues like these in over 170 countries. It’s a big challenge, but you’ll have a truly diverse network helping you. As part of an international team, every day would provide opportunities to learn, grow and share ideas.
 
As you make an impact across borders, you’ll feel the support of being part of a strong and stable company. A long-standing player in the insurance industry, we make every effort to address the career development needs and plans of our employees to ensure their success in the future.
 
So make a difference. Be challenged. Be inspired. Be supported, Love what you do. Work for us.
 
 
Zurich Insurance has the policy to be an equal opportunity employer. We aim to attract and retain the best qualified individuals available, without regard to criteria such as race/ethnicity, national origin, religion, gender, sexual orientation, age or disability.