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
SKY PARK Offices, Bottova, Bratislava
Start date
01.09.2021

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.

We are looking for an ambitious junior risk modeller with a funded knowledge in mathematics/statistics, who will be supporting the international business units of the UNIQA Group in various matters of the quantitative risk management. One of the main objectives 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 Junior Risk Modeller:

o You actively support the quantitative risk management processes:

• Support in the development of the internal model with special focus on the inclusion of the counter party default risk into the (group) market risk model.

• Support of UNIQA subsidiaries:
- You calculate and validate the solvency capital requirement (standard formula and internal model)
- You conduct sensitivity analysis

o You are involved in the production of risk neutral scenarios for best estimate calculations within the group

Your required skills and qualifications:

• BSc or MSc in mathematics, statistics, physics or related field
• Basic background in (multivariate) stochastic processes
• Good programming knowledge (e.g. R or Python)
• Proactive and reliable team player
• Fluent in English is a must, good command in German is a plus
• General knowledge of Probability of Default (PD) and Loss Given Default (LGD) models is a plus
• Preferably you already have some years of working experience with a quantitative focus (e.g. risk management, asset management)


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
• Welcoming onboarding experience
• On-the-job training and strong support from our Headquarters 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 31.08.2021.
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: 4130089  Dátum zverejnenia: 24.8.2021  Základná zložka mzdy (brutto): 1 600 EUR/month
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