We are sorry, the company offering the job position has finished posting the job on the site.
Thank you for understanding.
Display similar jobs
Thank you for understanding.
Display similar jobs
Senior Life Actuarial Risk Analyst
Zurich Insurance Company Ltd, organizačná zložka
Place of work
Bratislava
Bratislava
Contract type
full-time
full-time
Start date
By agreement
By agreement
Wage (gross)
2040€/month plus other pay elements based on your experience*
2040€/month plus other pay elements based on your experience*
Information about the position
Job description, responsibilities and duties
Your role
In this role, you will join a team of actuarial risk analysts in Bratislava supporting the internal model calculation of market risk in respect of the life business of the Zurich Group. You will be involved in centralized production of Replicating Portfolios for the Group’s life liabilities, prepare analyses and reports for senior management and perform ad-hoc analyses on life market risk.
Your main responsibilities will involve:
* Participate on Replicating Portfolio production for Market Risk Capital calculations to support actuarial team in Corporate Centre
* Produce regular analyses and reports in addition to ad-hoc analyses on market risk-related topics
* Participate on continuous improvements on process automation and methodologies
* Maintain the control framework for end-to-end production process
* Interact with a wide range of stakeholders across the whole Zurich Group and externally on market risk-related topics
* Support theoretical methodology developments and investigations on alternative proxy modelling techniques and calibration approaches (e.g. machine learning)
In this role, you will join a team of actuarial risk analysts in Bratislava supporting the internal model calculation of market risk in respect of the life business of the Zurich Group. You will be involved in centralized production of Replicating Portfolios for the Group’s life liabilities, prepare analyses and reports for senior management and perform ad-hoc analyses on life market risk.
Your main responsibilities will involve:
* Participate on Replicating Portfolio production for Market Risk Capital calculations to support actuarial team in Corporate Centre
* Produce regular analyses and reports in addition to ad-hoc analyses on market risk-related topics
* Participate on continuous improvements on process automation and methodologies
* Maintain the control framework for end-to-end production process
* Interact with a wide range of stakeholders across the whole Zurich Group and externally on market risk-related topics
* Support theoretical methodology developments and investigations on alternative proxy modelling techniques and calibration approaches (e.g. machine learning)
Requirements for the employee
Candidates with education suit the position
University education (Master's degree)
Postgraduate (Doctorate)
Postgraduate (Doctorate)
Language skills
English - Upper intermediate (B2)
Personality requirements and skills
* Master in quantitative finance, mathematics or related subjects. Postgraduate degree or additional professional qualification is a plus (e.g. qualified actuary, FRM, CFA, etc.)
* More than 5 years of relevant actuarial working experience. Experience with Replicating Portfolios, proxy modelling techniques e.g. LSMC, and/or economic capital modelling is advantage.
* Sound knowledge of life insurance business and of risk capital management theory and practice
* Advanced IT skills. Experience with Excel and VBA is necessary
* Experience in Python, SQL and/or Matlab is a strong plus
* Interest in general in the topics of process automation, and improving process workflows
* Strong process and organizational skills; Prior management experience is a plus
* Excellent English communication skills (verbal and written)
* More than 5 years of relevant actuarial working experience. Experience with Replicating Portfolios, proxy modelling techniques e.g. LSMC, and/or economic capital modelling is advantage.
* Sound knowledge of life insurance business and of risk capital management theory and practice
* Advanced IT skills. Experience with Excel and VBA is necessary
* Experience in Python, SQL and/or Matlab is a strong plus
* Interest in general in the topics of process automation, and improving process workflows
* Strong process and organizational skills; Prior management experience is a plus
* Excellent English communication skills (verbal and written)
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: 3389463
Posting date: 15.5.2018
2018-05-15
location: Bratislava Position: Actuary Company: Zurich Insurance Company Ltd, organizačná zložka
The job comes from another website or source.
Basic wage component (gross) and other rewards: 2040€/month plus other pay elements based on your experience*