FAM-ily  

Financial and Actuarial Mathematics  
TU Wien, Austria  

 
2019-05-20

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

UNIQA Group Actuarial and Risk Management department (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

Quantitative Analyst (f/m)

with a funded knowledge in mathematics/statistics.

Your tasks and responsibilities:

  • Execution of various tasks during the regular calculation process of the internal model for market risk
  • Support in the regular analysis of the asset portfolio with respect to possible enhancements of the market risk model
  • Support in the maintenance and enhancement of the modelling of assets within the asset modelling system
  • Support in the maintenance and enhancement of inhouse codes of the internal model
  • Maintenance and enhancement of the modelling of assets within the liability modelling system
  • Maintenance and enhancement of the market-data database

Your qualification:

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

You are showing following UNIQA Group competences:

  • Ability to solve problems
  • Readiness of mind
  • Costumer orientation
  • Organization
  • Integrity and trust

For this position the salary based on the collective agreement is at least 41.523€ 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 Online application at: https://jobs.uniqagroup.com/Jobs
(Direktlink zum Stellenangebot)
 
UNIQA Insurance Group AG
Mag. Nicola Koubowetz
Untere Donaustraße 21
A-1029 Wien
Tel: (+43 1) 211 75-2111

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