Financial Transactions Modeler
SourceFirst International s.r.o.
Bratislava, Slovakia (Job with occasional home office)
full-time
by agreement
2 200 - 3 700 EUR/month+ attractive benefit system
Information about the position
Job description, responsibilities and duties
Are you passionate about financial modeling and data analytics? Join our dynamic team where your analytical skills will directly contribute to our ambitious growth strategy! We're seeking a detail-oriented Financial Transactions Modeler who can translate complex financial data into actionable insights that drive our Financial Solutions portfolio forward.
Responsibilities
As a Financial Transactions Modeler, you'll be at the intersection of financial markets and insurance, helping managing sophisticated portfolios that are key to growth strategy. You'll apply your quantitative expertise to model, analyze, and optimize our financial market transformation portfolios.
Develop and maintain stochastic cashflows models for bespoke insurance transactions exposed to Financial Market risks, with focus on Variable Annuities, GMxB, and Index-Linked portfolios
Standardize and automate transaction reporting processes for hedging, valuation and risk management purposes
Analyze biometric and policyholder behavior experience to support assumption updates
Support the onboarding of new transactions with technical precision and attention to details
Perform regular ad-hoc investigations into existing processes and data (policy data, P&L attribution, reserving, etc.)
Collaborate with cross-functional teams across company to improve management of financial and biometric exposures
This role is suitable for candidates of all genders.
Employee perks, benefits
• Attractive performance-based bonus
• Ultra flexible working time in a hybrid setup, allowing you to work from home up to 50%
• Health & wellbeing program, including massages and sport activities
• Sessions with a psychologist and health check-ups directly at the workplace
• Modern office spaces in an attractive location (fun room, relaxation room, music room)
• Vivid community life (running club, book club, art club, parents, and many others)
• 5 additional days of holiday
• 6 sick days and extra sick leave support
• Day off dedicated to volunteering
• Lunch allowance fully paid by Swiss Re
• Pension contribution
• Life insurance (fully covered)
• Learning and development opportunities
• Legendary summer event
• Public transport benefit
• Multisport card and corporate discounts
Information about the selection process
We always have several positions for IT specialists in Slovakia, in the Czech Republic, but also on foreign projects.
Expected date of completion of the selection process
Company on whose behalf the position is being filled
Our client is global leader in the provision various transfer solutions.
Requirements for the employee
Minimum education required
Personality requirements and skills
Requirements
Academic background in STEM with hands-on quantitative programming experience, preferably in Quantitative Finance, Statistics, Physics, or Computer Science
4+ years of programming and debugging experience in quantitative modelling or analytics (preferably in C, C++, Java, Python)
Experience with stochastic modelling, preferably of financial market risks and insurance cashflows
Nice to Have Skills
Variable Annuities, GMxB or Index-Linked products
Working knowledge of financial markets and financial mathematics
Relevant life insurance experience
Data engineering
Biometric experience studies, preferably using R or Python
Insurance structuring and pricing
Liability modelling with actuarial platforms such as Prophet/FIS IRS, AXIS, or MoSes/RAFM
Actuarial qualification or progress towards it
L&H insurance portfolio management
IFRS 17, IFRS 9 and regulatory frameworks
Collaboration with Valuation, Treasury, Risk Management, Financial Asset Management
Advertiser
Brief description of the company
SourceFirst International s.r.o. portfolio of services:
Technology Recruitment across Europe
Recruitment Outsourcing
Sourcing and Recruitment of permanent, contract and interim talent
Strategy CVs Sourcing
Executive Search