Risk Analyst

Zurich Insurance Company Ltd, organizačná zložka

Place of work
Bratislava I, Bratislava-Old Town
Contract type
full-time
Wage (gross)
1400€/month plus other pay elements based on your experience

Information about the position

Job description, responsibilities and duties

Your role

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
•Produce regular analyses and reports in addition to ad-hoc analyses on market risk-related topics
•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)

 Additional Information
 
Primary work location is Bratislava, Slovakia. 

 
 

Requirements for the employee

Candidates with education suit the position

University education (Master's degree)

Personality requirements and skills

 Your skills and qualifications will ideally include:

•Master in quantitative finance, mathematics and similar
•2+ years working experience in risk analysis
•Knowledge of risk capital management theory and practice
•Experience with Excel and VBA is necessary
•Experience in Python, SQL and/or Matlab is a plus
•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 55,000 employees, it provides a wide range of property and casualty, and life insurance products and services in more than 215 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 and non-life actuarial, risk management, business intelligence, IT application development and service management as well as insurance network. An international workforce of close to 300 colleagues is supporting Zurich’s Corporate Center and Business Units around the globe.

Number of employees

250-499 employees
ID: 3640442  Dátum zverejnenia: 9.4.2019  Pracovná ponuka je prevzatá z inej stránky alebo zdroja. Základná zložka mzdy (brutto) a ďalšie odmeny: 1400€/month plus other pay elements based on your experience