Replicating Portfolio Team Leader

Start your career at Zurich Insurance Company Ltd
Place of work
Bratislava
Contract type
full-time
Start date
By agreement
Basic wage component (gross) and other rewards
2640€/month plus other pay elements based on your experience*

Information about the position

Job description, responsibilities and duties

In this role you will lead a team of senior specialists supporting the internal model calculation of market risk in respect of the life business of the Zurich Group.
You will be responsible for maintaining and developing the production processes, models and methodologies, and actively contribute to the identification and implementation of further automation opportunities into existing processes
 
Your main responsibilities will involve:
* Leading a team of specialist as people manager and allocating tasks between team members
* Produce regular analyses and reports in addition to ad-hoc analyses on market risk-related topics
* Lead continuous improvements on process automation and methodologies
* Maintain the control framework for end-to-end production process
* Interact with a wide range of stakeholders across the whole Zurich Group and externally on market risk-related topics
* Support theoretical methodology developments and investigations on alternative proxy modelling techniques and calibration approaches (e.g. machine learning) 

Requirements for the employee

Candidates with education suit the position

University education (Master's degree)
Postgraduate (Doctorate)

Language skills

English - Upper intermediate (B2)

Personality requirements and skills

* Master in quantitative finance, mathematics or related subjects. Postgraduate degree or additional professional qualification is a plus (e.g. qualified actuary, FRM, CFA, etc.)
* Strong process and organizational skills; Prior management experience is a plus
* More than 5 years of relevant actuarial working experience. Experience with Replicating Portfolios, proxy modelling techniques e.g. LSMC, and/or economic capital modelling is advantage.
* Sound knowledge of life insurance business and of risk capital management theory and practice
* Advanced IT skills. Experience with Excel and VBA is necessary
* Experience in Python, SQL and/or Matlab is a strong plus
* Excellent English communication skills (verbal and written)

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Brief description of the company

Zurich Insurance Company Ltd is a leading multi-line insurer that serves its customers in global and local markets. With about 53,000 employees, it provides a wide range of property and casualty, and life insurance products and services in more than 210 countries and territories. Zurich’s customers include individuals, small businesses, and mid-sized and large companies, as well as multinational corporations.

Zurich Bratislava is a Slovakia-based competence center for highly specialized services in the areas of Life Actuarial, Non-life Pricing & Analytics, Claims, Risk Management, Business Intelligence, IT Application Development and Service Management - as well as Insurance Network Management.

An international workforce of more than 200 talented professionals are supporting Zurich business units around the globe with value added services.

Number of employees

200-249 employees

Company address

Zurich Insurance Company Ltd, organizačná zložka
Mýtna 48
811 07 Bratislava
http://www.zurich.com/slovakia
ID: 3389464   Dátum zverejnenia: 15.5.2018  
Pracovná ponuka je prevzatá z inej stránky alebo zdroja.
Základná zložka mzdy (brutto) a ďalšie odmeny:   2640€/month plus other pay elements based on your experience*