2020-06-12 (gültig bis max. 2020-08-12)
UNIQA Group 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 risk neutral economic scenario generator.
To support our young and dynamic team in various tasks, we are looking for an ambitious and service-oriented
Risk Modeller (f/m/d)
Your main responsibilities
- regular production of risk neutral scenarios for best estimate calculations within the group
- distribution of economic assumptions within the group (interest rate curves and risk neutral scenarios)
- maintaining and enhancing the risk neutral economic scenario generator if new stochastic variables / models have to be included or existing models have to be enhanced
- regular production of risk neutral scenarios for the internal market risk model
- support in the internal market risk model with special focus on validation of proxy functions for stochastic liabilities ongoing discussions with all stakeholders with respect to risk neutral modelling of assets within the Asset Liability Management software
- support in implementing new assets within the Asset Liability Management software
- University degree in mathematics, statistics, physics or related field Very good knowledge in (multivariate) stochastic processes
- Good programming knowledge (e.g. R, Python)
- Knowledge in capital markets is an asset
- Preferably 1-3 years working experience with a quantitative focus (e.g. risk management, asset management) Preferably good command in German
- Preferably good knowledge of Solvency II
- 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 47.437 - gross. We are prepared to exceed depending on qualification and experience.
We are looking forward to receiving your application!
Mag. Ljiljana Nikolic
HR Business Partner Untere Donaustraße 21 A - 1029 Wien
Tel.: 0043 1 21175 - 2155
(Direktlink zum Stellenangebot)
Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.