Come to AXA, Switzerland's leading insurance company, as

Market and Credit Risk Analyst

80-100 %
Winterthur

AXA Group has chosen to develop its own internal model to ensure the computation of its economic capital (SCR) in the Solvency II framework, whereas market and credit risks are two of the main risks assessed within the internal model. Market risk aims at capturing financial market risks arising from the financial assets and liabilities held by AXA Group. Credit Risk accounts for the risk of insolvency stemming from AXA's counterparties.

Your contribution

• Develop, enhance and maintain the current credit risk methodology and related documentation of AXA Group


• Perform model parameters update of the credit risk model as required by the model governance


• Perform quarterly calculations of AXA Group's credit risk economic capital (SCR)


• Enhance current modelling of assets and define and implement the modelling of new investments within AXA Group's market risk model in AlgoMarket


• Assess the impact of model changes on the SCR for both, market and credit risk


• Perform validation studies about the quality of the methodological choices


• Support local entities in their quarterly SCR calculation processes

Your capabilities and talents

• Master's degree (ETH/Uni/FH) in economics, mathematics, natural sciences or similar.


• Strong knowledge of financial risk management within an insurance company and of Solvency II framework


• Team Player with strong interpersonal and communication skills (both written & orally)


• Strong analytical and problem-solving skills


• Strong IT and software development skills (main languages used: VBA-Excel, MySQL, Perl, R, Java)


• Fluent in English (German and French are a plus)

Advantages

Health

• massage offers, sports courses at lunchtime


• fitness subscription on special terms


• health seminars and check-ups

Mobility

• reduced-price mobility offers B34


• Half-Fare (Halbtax) or General subscription (GA)


• Reka checks


• driver safety training

Family

• maternity leave up to 5 months


• 4 weeks' paternity leave


• company's family allowance


• flexible part-time work models

Accidents & Illness

• Full continued salary for 6 or 12 months (from 6th year of service) in the event of illness and accidend

Insurance products

• 30% discount on AXA products


• private insurance for occupational and non-occupational accidents

Paid leave

• 5 weeks' paid leave


• depending on age, grade, and length of service, up to 6 weeks

Pension fund

• employer contributions to the pension fund well above the statutory minimum


• choice of savings plans for retirment provision

About AXA

Strong roots in Switzerland, and at home across the globe. That's AXA. Join our team – and bring us your point of view and your capabilities. We are looking for people who make use of their creative space and who are ready to develop the perfect future solutions for our clients. We offer the necessary freedom of scope. As well as work models that fit your needs. And a corporate culture in which we welcome your ideas. We look forward to having you on board! We make a difference – together.

Additional information

What is AXA Flexwork?

The future belongs to all: Never before were so many different generations active together in the working world. To do justice to their diverse needs, AXA is committed to generational dialogue and flexible work models.

Learn more about AXA Flexwork

Our distinctions

Our goal is to offer existing and future employees the best working environment possible. Discover more about our distinctions here.

OUR DISTINCTIONSContact usPlease contact for any questions you may have regarding this open position Monika Kramer
via E-Mail monika.kramer@axa.ch

We are unable to accept applications through staff referral agencies for this position.

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