Quantitative Risk Modeler
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 and service-oriented quantitative risk modeler with a funded knowledge in mathematics/statistics who will be supporting the UNIQA Market Risk Modelling team in various matters of the quantitative risk management.
A day in a life of a Quantitative Risk Modeler:
• You are responsible for risk neutral scenarios for the whole group
- regular production of risk neutral scenarios for best estimate calculations
- maintaining and enhancing the risk neutral economic scenario generator
- yearly production of risk neutral scenarios for the internal market risk model
• You are responsible for market risk of assets for the whole group
- regular calculations of standard formula stresses
- regular stress and sensitivity calculations
- yearly calculations of internal model stress calculations
- maintaining and enhancing the risk calculation process
• You provide support in the pricing of illiquid assets within the whole group
Your required skills and qualifications:• University degree in Mathematics, Statistics, Physics or other quantitative degree
• Knowledge about stochastic modelling and tools of quantitative risk management of advantage
• Good knowledge of MS Office and willingness to work with programming languages (R)
• First experiences as a quantitative risk modeler or in a similar position is a plus
• Proactive and reliable team player
• Fluent in English is a must, good command in German is a plus
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 in a new, lively part of Bratislava (located in Sky Park Offices)
• Positive working atmosphere
• International working culture
• Learning and development opportunities
• Welcoming onboarding experience
• Various employee benefits (13th salary + annual bonus, home office, social and team 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.
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 30.06.2022.
Expected date of completion of the selection process
30 June 2022 (there are still 2 more days)For other job openings, please, click here
No need to wait any longer -
Contact person: Zuzana Presalovičová, M.Sc.
contact us now
E-mail: send CV