Risk Modelling Specialist – (Senior-Associate- Quantitative Finance / Actuarial Services

elouisehetrick
  • Post Date: November 1, 2022
  • Applications 0
  • Views 531
Job Overview

Specialism: Data, Analytics & AI

Management Level: Associate

Your tasks

You contribute to actuarial or financial mathematical consulting projects such as the valuation of complex financial instruments or the validation of complex stochastic models for risk capital calculations (e.g. Basel, SST).

You support the annual audit of banks or insurance companies as a specialist for the modelling of credit, operational and/or market risks and get to know the corresponding approaches for the management of such risks in more detail.
Alternatively, you have knowledge of extreme event modelling (NatCat) or claims modelling (non-life insurance).

You have already been made aware of modern topics such as the quantification of climate-related financial risks in the area of ESG (environmental, social, governance) or cyber risks during your studies and are able to deal with these topics.

You contribute to the modernisation of insurance/banking processes with your technical knowledge.

You continuously develop your technical knowledge and soft skills with on and off-the-job trainings.

You work in an international team, receive regular coaching from colleagues and superiors and can support your team colleagues with your technical knowledge.

You will work directly with our customers on projects.

You have a good university or ETH degree (PhD or Master) in business/financial mathematics, actuarial science or natural sciences and have gained initial professional experience in the area of financial mathematics / insurance / quantitative modelling.

You have started training as a Financial Risk Manager (FRM), CFA, Actuary SAV or an equivalent additional qualification.

You have knowledge in modelling risks (ideally climate or cyber risks), applied financial mathematics, the valuation of derivatives or machine learning (data analysis), if applicable.

You are a communicative team player, open to new challenges, flexible and enjoy working in an entrepreneurial and multidisciplinary environment.

You are enthusiastic, proactive, take on initial tasks independently and have a conscientious, solution-oriented and efficient working style as well as analytical and quantitative skills.

You have good programming skills, e.g. in R, Python, C++ and an affinity for data and IT. Knowledge of Excel (VBA), Word, PowerPoint and tools for visualisation (Power BI) or automation is an advantage.

You are fluent in written and spoken English and have a good command of German, French is an advantage.

Job Detail
  • Offerd Salary120,000 CHF
  • Career LevelOthers
  • Experience4 Years
  • GenderBoth
  • INDUSTRYBanking
  • QualificationMaster’s Degree
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