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Risk Modeler
Contract Type
full-time
Wage (gross)
1 700 EUR/month
The final level of salary is dependent on skills, knowledge and experience of a candidate.
Place of work
SKY PARK Offices, Bottova, Bratislava
About the job
We combine the advantages of a small and agile company with a unique opportunity to cooperate with specialists from UNIQA Headquarters located in Vienna.
We are looking for an ambitious and service-oriented Risk Modeler with a funded knowledge in mathematics/statistics who will be supporting the Market Risk Modelling team of UNIQA group in various matters.
A day in a life of a Risk Modeler:
- You are supporting the process of producing and distributing risk neutral scenarios for the whole group, this includes, amongst others,
- Calibration of the risk neutral models to current market data and its validation
- Enhancing and maintaining the economic scenario generator and its validation codes
- You are contributing to the process for market risk calculations of assets of the whole group, which includes for example standard formula, stress and sensitivity calculations
- You support your team in automating further tasks and calculations in all areas above mainly with R codes
Your skills & 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
Our 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
- MultiSport Card contribution
- Welcoming onboarding experience
- Various employee benefits (13th salary + annual bonus, home office, social and team 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!