Market Risk Analyst

Náplň práce, právomoci a zodpovednosti:
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. You will also be responsible for maintaining and developing the production processes, models and methodologies, and actively contribute to the identification and implementation of further automation opportunities into existing processes. In doing so, you will work closely with a wide range of stakeholders including Corporate Centre, Group Investment Management, Group Risk Management and Zurich Business Units worldwide.

Your role
As a Market Risk Analyst, your main responsibilities will involve:

• Participate on quarterly Replicating Portfolio production for Market Risk Capital calculations using Apache Airflow orchestrator empowered with python repositories.
• Produce impact assessment, analyses and reports on financial and market risk-related topics
• Participate on continuous improvements on process automation and methodologies
• 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)
• Support process automation by maintaining and developing actuarial solutions reflecting business need - translating stakeholders requests into practical solutions (Includes technologies, not limited to: Airflow, Python, Excel, Jupyter Notebooks).

 

Zamestnanecké výhody, benefity:
On top of a competitive annual bonus, we offer a comprehensive benefits package that includes:

Working time benefits
Personal days off, Concentrated work week, Additional vacation, Home office (working from Hungary and Czechia is possible), Extra days off at occasion of childbirth, Sabbatical leave  

Monetary benefits
Life insurance from Zurich Austria, Compensation for salary loss during sick leave, 3rd pension pillar contribution, Risk Life Insurance, Meal contribution on top of the legally required minimum, Years of service bonus, Wedding bonus, Baby bonus

Other benefits
Edenred electronic cafeteria, Public Transport contribution, Maternity leave benefits, Massages in the office

Learning/Development
Professional Certifications, Online Education Portals, Extensive Onboarding program, Strengths based culture (GALLUP)

• Location(s): Bratislava
• Schedule: Full-time
• Hybrid work: We would be happy to meet you in the office 3 times a week with the added flexibility of working from home on a weekly basis.

About us
At Zurich Insurance, we recognize the importance of fostering an open-minded, safe and inclusive environment for everyone. We stand with diversity and respect different backgrounds and lifestyles. That's why we've implemented numerous initiatives to ensure our employees feel comfortable, accepted and always respected.

Požiadavky na zamestnanca:
As a Market Risk Analyst, your skills and qualifications will ideally include:

• Master’s degree in quantitative finance, mathematics or similar
• Experience with data wrangling (Python, Excel / other programming experience like R, MATLAB)
• Excellent English communication skills (verbal and written)
• Sound knowledge of life insurance business and of risk capital management theory and practice
• Interest in general in the topics of process automation, and improving process workflows
• Highly cooperative, flexible, and enthusiastic team-player
• Position is suitable also for fresh graduates