Quantitative Risk Modeler – 80-100%

In this role based in Zurich, you will be part of the Quantitative and Actuarial Projects team in Group Risk Management. As a Quantitative Risk Modeler, you will take part either in the development of the risk models used within the Group or their validation. Models in scope include capital models used for Swiss Solvency Test (SST) and Solvency II (SII), as well as strategic models.

Your Role

As a Quantitative Risk Modeler your main responsibilities will involve:

• Support the modeling team in developing, maintaining and documenting capital risk models
• Support the modeling team in producing and reporting model results for Solvency II or Swiss Solvency Test
• Support the modeling team in projects of strategic importance
• Support the validation team by contributing to the definition of the validation scope, implementing and executing validation tools and tests, and producing validation reports
• Primary work location is Zürich

Your Skills and Experience

As a Quantitative Risk Modeler your skills and qualifications include:

• Master degree in Mathematics, Statistics or Quantitative Finance, PhD preferred
• New graduate or up to 1 year of relevant experience in the (re)insurance industry, at a consulting firm or a financial institution
• Experience in risk and capital modeling would be an advantage
• Pursuing or planning to pursue an actuarial qualification (per local society) would be an advantage
• Strong statistical, modelling and programming skills (R, Python)
• Strong analytical skills
• Strong communication and relationship building capabilities
• Fluent written and spoken English is a must

Additional Information

Your talent acquisition specialist Daniela Toth is looking forward to receiving your application by clicking on the button “Apply online” below.

Zurich wants to attract the best talent and we acknowledge that talents might not always be available full-time. At Zurich we will consider requests for flexible working. Many of our employees work flexibly in a variety of ways. Please talk to us during the interview about the flexibility you may need.

To protect both you and our employees, we are currently managing interviews and onboarding remotely leveraging digital technologies and tools. You will receive more information as you progress in your journey with us.

Who we are

At Zurich, we foster a culture of diversity and inclusion. Our 53,000 employees worldwide live our values to protect you, to inspire confidence and help you reach your full potential. We promote opportunities for equity among our professionals, regardless of gender, differently abled, LGBTQ +, race, ethnicity, generations, belief, etc.

Find out more About Us.

Information for recruitment agencies

Zurich does not accept any applications from recruitment agencies for this position. We refuse any responsibility for unsolicited applications as well as any associated fees.

Primary Location:Switzerland-Zurich-Zurich

Schedule:Full-time

Travel:No

Job Posting:10/07/20

Unposting Date:Ongoing