FAM-ily  

Financial and Actuarial Mathematics
TU Wien, Austria


2022-05-02 (gültig bis max. 2022-07-02)

UNIQA Insurance Group

UNIQA Insurance Group is one of the leading insurance groups in our two core markets: Austria and Central & Eastern Europe. This requires fresh thinking - an attitude that is dynamic and solution-oriented. Do you think that's you?

UNIQA Group Risk Management department is searching for a quantitative risk modeler in the Market Risk Modelling team.
To support our young and dynamic team in various tasks, we are looking for an ambitious and service-oriented

Quantitative Risk Modeler (f/m/d)

Your main responsibilities:

  • Responsible for risk neutral scenarios for the whole group
    • regular production of risk neutral scenarios for best estimate calculations
    • maintaining and enhancing the risk neutral economic scenario generator
    • yearly production of risk neutral scenarios for the internal market risk model
  • Responsible for market risk of assets for the whole group
    • regular calculations of standard formula stresses
    • regular stress and sensitivity calculations
    • yearly calculations of internal model stress calculations
    • maintaining and enhancing the risk calculation process
  • Support in the pricing of illiquid assets within the whole group

Your qualification:

  • University degree in Mathematics, Statistics, Physics or other quantitative degree
  • Knowledge about stochastic modelling and tools of quantitative risk management of advantage
  • Good knowledge of MS Office and willingness to work with programming languages (R)
  • First experiences as a quantitative risk modeler or in a similar position is a plus
  • Proactive and reliable team player
  • Fluent in English is a must, good command in German is a plus

Your core competencies:

  • Solution driven: You have a very systematic way in approaching challenges
  • Strategic Agility: thinking ahead
  • Customer-oriented: You ensure long-term customer relations
  • Organization: You have the ability to use resources efficiently
  • Integrity and trust: You are hands-on and trustworthy

We offer:

  • Office in the heart of Vienna and possibility of mobile working
  • Open communication and feedback culture within the company
  • Family-friendly company including additional benefits
  • Appealing career opportunities and a wide range of further education
  • Company pension scheme
  • Onboarding program, guidance and support from experienced colleagues and leaders since day one
  • Flexible working hours through flexitime agreements

Your minimum annual salary: 49.780,36 Euro gross. You strive for more than the minimum - so do we! We will agree on your actual salary depending on your education and experience during the recruiting process.

We are looking forward to receiving your application!

Apply Now!
(direct link to the job offer)

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


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