Senior 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 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 Senior Risk Modeler with a funded knowledge in mathematics/statistics and economics who will be supporting the Market Risk Modelling team of UNIQA Group in various matters.
A day in a life of a Senior Risk Modeler:
• You are responsible for 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
- Discussing model improvements with the vendor
• You take responsibility for the process for market risk calculations of assets of the whole group, which includes for example
- Implemention of changes in the tools according to internal needs or regulatory requirements
- Analysing and explaining risk profile changes due to new assets and/or market environments
- Standard formula, stress and sensitivity calculations
- Automating the risk calculation process
Your required skills and qualifications:• University degree in Mathematics, Statistics, Physics or other quantitative degree
• Very good knowledge of financial assets
• Very good knowledge of stochastic modelling and quantitative risk management tools
• Good knowledge of MS Office and willingness to work with programming languages (R)
• Experience as a quantitative risk modeler or in a similar position
• Proactive and reliable team player
• Fluency in English is a must, good command of German is a plus
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
• MultiSport Card contribution
• 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:
Are you afraid of not having all the listed qualifications? Apply anyway! We're looking for candidates with enthusiasm and positive attitude! Please provide your CV in English until 31.12.2022. We look 4ward to receiving your application!
Expected date of completion of the selection process
31 December 2022 (there are still 22 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