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Junior Risk Modeller
Contract Type
full-time
Wage (gross)
1 600 EUR/month
The final level of salary is dependent on skills, knowledge and experience of a candidate.
Place of work
Žižkova 7803/9, Bratislava
About the job
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 skills & 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
Our 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)
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.
What can you expect from our selection process?
First, our HR Specialist will reach out to you by phone for a short conversation.
Following this, for most of our openings, you can expect a first virtual interview with your prospective manager and team. The second round is typically conducted in person with the UNIQA 4WARD management team.
We are looking 4ward to meeting you!