Interested in gaining detailed first-hand insights into advanced financial models, their implementation and their importance for market consistent valuations from a truly global perspective?
As a Senior Stochastic Economic Scenarios Expert you will:
Lead overall ESG methodology enhancements and maintenance for market consistent valuations of the whole Zurich Group
Understand and document highly technical details on mathematical theory, calibration approaches and numerical implementation of various stochastic models.
Develop existing ESG methodology, parameterization, implementation and processes for IFRS17, Solvency II and SST as well as for other market consistent economic valuation frameworks.
Communicate complex technical topics across the whole organization to both technical and non-technical audiences (e.g. senior management).
Manage relations with a wide range of stakeholders (e.g. business units across the globe, Group Risk management, Group Investment management, etc.)
Keeping abreast of latest industry developments and best practice on ESG in order to identify and implement future developments across the whole Zurich Group.
Masters degree in finance/data science/maths/physics or similar. A PhD and/or actuarial qualification is a plus.
Comprehensive understanding of the mathematical theory behind a wide range of stochastic financial models and of their numerical implementation, calibration and usage (e.g. LMM+, TVDV, 2FVasiceck, G2/G3 etc.).
Deep understanding of the interrelations between ESG and the market consistent valuation of life insurance liabilities.
Practical experience with Moody’s Analytics ESG tools is a must.
Experience with Excel/VBA and Python or other data science languages is a distinct advantage.
Experience in working with DevOp tools (e.g. Bitbucket) is an advantage as well as a strong capability of investigating new IT solutions to better meet business needs.
Independence and ability to develop innovative solutions with a problem-solving and solution-oriented attitude.
Strong analytical skills, attention to the details, accuracy and commitment to quality.
Fluent English and strong communication skills, both written and oral.
Offerd Salary120,000 CHF