FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2017-02-16

STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!

UNIQA Group Actuarial and Risk Management Department is searching for a senior model developer in the Quantitative Modelling team. The primary objective of the position is the support in developing market risk models for internal purposes. The focus will lie on real-world simulations of assets.

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

Quant (f/m)

with a funded knowledge in mathematics/statistics.

Tasks and responsibilities:

  • Development of real-world models of risk factors for assets
  • Establishment of real-world simulations of assets
  • Dimension reduction / mapping of high dimensional risk factors on subspaces
  • Enhancement of the market data base
  • Creation of proxy functions for the valuation of liabilities
  • Establishment of SCR calculations with the new models (aggregation of assets and liabilities)

Your qualification:

  • MSc or PhD in mathematics, statistics, physics or related field
  • Expert in stochastic processes
  • Excellent programming knowledge (e.g. R, Matlab, SAS) including MS office (and VBA)
  • 3-5 years working experience with a quantitative focus (e.g. risk management, asset management)
  • Very good knowledge of market data / data providers (e.g. Bloomberg, Reuters)
  • Preferably good knowledge of Solvency II
  • Good command in German
  • Proactive and reliable team player

Personal 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

For this position the salary based on the collective agreement is at least 38.742€ gross per year. The effective salary is based on the qualification and experience of the candidate and will be negotiated accordingly.

We are looking forward to receiving your application!

UNIQA Insurance Group AG

Mag. Nicola Koubowetz
Untere Donaustraße 21
A-1029 Wien
Tel: (+43 1) 211 75-2111
E-Mail: nicola.koubowetz@uniqa.at

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.