FAM-ily  

Financial and Actuarial Mathematics  
TU Wien, Austria  

 
2019-10-08 (gültig bis max. 2019-12-08)

UNIQA Group Actuarial and Risk Management department is searching for a risk modeller in the Quantitative Modelling team. The objective of the position is the execution and enhancement of the existing internal market risk model and the calibration of risk neutral scenarios for best estimate calculations.

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 tasks and 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

You are showing following UNIQA Group competences:

  • 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 xceed depending on qualification and experience.

We are looking forward to receiving your online application!

Nicola Koubowetz
HR Business Partner
Untere Donaustraße 21
A - 1029 Wien
Tel.: 0043 1 21175 - 2111

Jetzt bewerben!
(Direktlink zum Stellenangebot)

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