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.
What you will do
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
What you bring
As a Quantitative Risk Modeler your skills and qualifications include:
Master degree in Mathematics, Statistics, Actuarial Science, Quantitative Finance or PhD
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
We look forward to receiving your online application.
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.
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.
Are you interested in working for a company that values its people and put's its customers and employees at the heart of everything we do? Are you looking for growth opportunities beyond simply a career? Then Zurich could be just the place for you!
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Our ambition is to become one of the most responsible and impactful businesses in the world. To get there we hire and develop the best talent available. With Zurich, you can expect to work on challenges that will help you grow and to collaborate with a diverse and inclusive global team.
People are Zurich’s most important asset. Their varied skills, perspectives and experiences drive innovation. And they reflect the breadth and diversity of our customers, suppliers, communities and investors around the world. We are committed to attracting and retaining talented individuals from a variety of backgrounds and experiences. Zurich does not discriminate based on race, ethnicity, religion, national origin, sex, gender expression, gender identity, genetic information, age, disability, protected veteran status, marital status, sexual orientation, pregnancy or other characteristics protected by applicable law.