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Risk Analyst
Zurich Insurance Group
Washington, DC, United States
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Your role
In this role, you will join a team of actuarial risk analysts in Bratislava supporting the internal model calculation of market risk in respect of the life business of the Zurich Group. You will be involved in centralized production of Replicating Portfolios for the Group’s life liabilities, prepare analyses and reports for senior management and perform ad-hoc analyses on life market risk.
Your main responsibilities will involve:
• Participate on Replicating Portfolio production for Market Risk Capital calculations
• Produce regular analyses and reports in addition to ad-hoc analyses on market risk-related topics
• Interact with a wide range of stakeholders across the whole Zurich Group and externally on market risk-related topics
• Support theoretical methodology developments and investigations on alternative proxy modelling techniques and calibration approaches (e.g. machine learning)
Your skills and qualifications will ideally include:
• Master in quantitative finance, mathematics and similar
• 2+ years working experience in risk analysis
• Knowledge of risk capital management theory and practice
• Experience with Excel and VBA is necessary
• Experience in Python, SQL and/or Matlab is a plus
• Excellent English communication skills (verbal and written)
Additional Information
Primary work location is Bratislava, Slovakia.
Compensation: 1800€/month plus other pay elements based on your experience.