Senior Risk Analyst

Start your career at Zurich Insurance Company Ltd
Place of work
Bratislava I, Bratislava-Old Town
Contract type
full-time
Basic wage component (gross) and other rewards
2040€ plus other pay elements based on your experience

Information about the position

Job description, responsibilities and duties

In this role, you will join a team of actuarial risk analysts in Bratislava supporting the internal model calculation of market risk in respect of the life business of the Zurich Group. You will be involved in centralized production of Replicating Portfolios for the Group’s life liabilities, prepare analyses and reports for senior management and perform ad-hoc analyses on life market risk.
 
Your main responsibilities will involve:
  • Participate on Replicating Portfolio production for Market Risk Capital calculations to support actuarial team in Corporate Centre
  • Produce regular analyses and reports in addition to ad-hoc analyses on market risk-related topics Participate on 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)

Number of years of experience

5

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.)
  • 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.
  • Experience with Excel and VBA is necessary Experience in Python, SQL and/or Matlab is a strong plus
  • Interest in general in the topics of process automation, and improving process workflows
  • Excellent English communication skills (verbal and written)

Advertiser

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: 3444846   Dátum zverejnenia: 10.7.2018  
Pracovná ponuka je prevzatá z inej stránky alebo zdroja.
Základná zložka mzdy (brutto) a ďalšie odmeny:   2040€ plus other pay elements based on your experience