Junior Risk Modeller

Contract type
full-time
Wage (gross)
1 600 EUR/monthThe final level of salary is dependent on skills, knowledge and experience of a candidate.
Place of work
Žižkova 7803/9, Bratislava
Start date
01.07.2021

The time for change is now! Join a dynamic team with a modern perspective on life, work, purpose, and personal development. Learn more about how you can become a member of the UNIQA 4WARD family.

About the job:

UNIQA 4WARD is a growing company, a start-up within the well-established UNIQA Group. We strongly believe that a positive and supportive atmosphere is key for successful and committed working.

To support our young and dynamic team in various tasks, we are looking for an ambitious and service-oriented risk modeller with a funded knowledge in mathematics/statistics. The primary objective of the position is the enhancement of the existing internal market risk model for counter party default risk.

This position is suitable for fresh graduates, but also more senior candidates are invited to apply.

A day in the life of a Risk Modeller:

• You are actively engaged in the enhancement of the internal model with special focus on the inclusion of the counter party default risk into the (Group) market risk model
• You are involved in discussions with all stakeholders in the project of the full internal model with special focus on the counter party default risk
• You prepare data for all components of the counter party default risk
• You implement the model for counter party default risk in the existing model for market risk
• You execute test runs for market risk and counter party default risk and analyzing the impacts
• You are responsible for various tasks during the regular calculation process of the internal model for market risk and counterparty default risk after the project has successfully ended

Your required skills and qualifications:

• Bachelor or Master degree in mathematics, statistics, physics or related field
• Basic background in (multivariate) stochastic processes
• General knowledge of Probability of Default (PD) and Loss Given Default (LGD) models is a plus
• Good programming knowledge (e.g. R or Python)
• Preferably 1-3 years working experience with a quantitative focus (e.g. risk management, asset management)
• Good knowledge of Solvency II is beneficial
• Fluent in English is a must
• Good command in German is a plus
• Proactive and reliable team player

You are showing following UNIQA Group competences:

• Ability to solve problems
• Readiness of mind
• Costumer orientation
• Organization: You have the ability to use resources efficiently
• Integrity and trust: You are hands-on and trustworthy

Employee benefits:

• Flexible working hours
• Brand-new office space
• Positive working atmosphere
• International working culture
• Onboarding program in Vienna
• Various employee benefits (Annual bonus, Home Office, social events)

Who we are:

We are a Bratislava based start-up company within the internationally renowned UNIQA Insurance Group. In the areas of Actuarial, Risk, Security Management, HR & Brand, we provide services to the UNIQA Headquarters in Vienna and all international business units in the CEE region.

If you want to know more about the UNIQA 4WARD way click here.

At UNIQA 4WARD, we are dedicated to providing equal opportunities to all employees and applicants. We respect and value each other regardless of race, color, ethnicity, cultural background, age, gender, gender identity or expression, nationality, religion, disability, sexual orientation, marital status, or any other characteristic protected by law. We believe that diversity enriches our workplace and fosters a culture of inclusivity, respect, and collaboration.

One more thing:

Don’t be afraid of not having all the listed qualifications. Apply anyway! We hire for attitude. Please provide your CV in English until 30.06.2021.
For other job openings, please, click here

No need to wait any longer -
contact us now

Contact person: Zuzana Muranyi
E-mail: send CV
ID: 4057530  Megjelentetés dátuma: 2.7.2021  Alapbér (bruttó): 1 600 EUR/month