Risk Modeller (f/m)

UNIQA Insurance Group AGWien, AT
Vollzeit
vor 2 Monaten

UNIQA Group Actuarial and Risk Management department in UNIQA Insurance Group AG is searching for a model developer in the Quantitative Modelling team. The primary objective of the position is the execution and enhancement of the existing internal market risk model.

To support our young and dynamic team in various tasks, we are looking for an ambitious and service-oriented

Risk Modeller (f/m)

with a funded knowledge in mathematics/statistics.

Your main responsibilities

  • Execution of various tasks during the regular calculation process of the internal model for market risk
  • Reporting of risk numbers of the internal model for market risk
  • Execution of the calibration and validation of risk neutral scenarios for the best estimate calculations for life and health business
  • Support in the maintenance and enhancement of the internal model for market risk with respect to
    • regular analysis of the asset portfolio
    • modelling of assets within the asset modelling system
    • testing of “inhouse” codes for the internal model

Your qualification

  • University degree in mathematics, statistics, physics or related field
  • Very good knowledge in (multivariate) stochastic processes
  • Very good programming knowledge (e.g. R, Matlab, Python)
  • Preferably good command in German
  • Preferably good knowledge of Solvency II
  • Preferably 1-3 years working experience with a quantitative focus (e.g. risk management, asset management)
  • Proactive and reliable team player

Your core competencies

  • Ability to solve problems
  • Readiness of mind
  • Costumer orientation
  • Organization: You have the ability to use resources efficiently
  • Integrity and trust: You are hands-on and trustworthy

Annual minimum wage according to collective agreement: EUR 41.523 - gross. We are prepared to exceed depending on qualification and experience.

We are looking forward to receiving your application!

Bitte logge dich ein, um diese Stellenanzeige zu deinen Favoriten hinzuzufügen!
Zum Login

Claudia Neumann
HR Business Partnerin