Financial Transactions Modeler

Náplň práce, právomoci a zodpovednosti:

Are you passionate about financial modeling and data analytics? Join our dynamic team where your analytical skills will directly contribute to our ambitious growth strategy! We're seeking a detail-oriented Financial Transactions Modeler who can translate complex financial data into actionable insights that drive our Financial Solutions portfolio forward.

Responsibilities

As a Financial Transactions Modeler, you'll be at the intersection of financial markets and insurance, helping managing sophisticated portfolios that are key to growth strategy. You'll apply your quantitative expertise to model, analyze, and optimize our financial market transformation portfolios.

• Develop and maintain stochastic cashflows models for bespoke insurance transactions exposed to Financial Market risks, with focus on Variable Annuities, GMxB, and Index-Linked portfolios 

• Standardize and automate transaction reporting processes for hedging, valuation and risk management purposes 

• Analyze biometric and policyholder behavior experience to support assumption updates 

• Support the onboarding of new transactions with technical precision and attention to details 

• Perform regular ad-hoc investigations into existing processes and data (policy data, P&L attribution, reserving, etc.) 

• Collaborate with cross-functional teams across company to improve management of financial and biometric exposures

Zamestnanecké výhody, benefity:

• Attractive performance-based bonus
• Ultra flexible working time in a hybrid setup, allowing you to work from home up to 50%
• Health & wellbeing program, including massages and sport activities
• Sessions with a psychologist and health check-ups directly at the workplace
• Modern office spaces in an attractive location (fun room, relaxation room, music room)
• Vivid community life (running club, book club, art club, parents, and many others)
• 5 additional days of holiday
• 6 sick days and extra sick leave support
• Day off dedicated to volunteering
• Lunch allowance fully paid by Swiss Re
• Pension contribution
• Life insurance (fully covered)
• Learning and development opportunities
• Legendary summer event
• Public transport benefit
• Multisport card and corporate discounts

Informácie o výberovom konaní:
In case of your interest to apply for this position, please, send us your curriculum vitae on ladislav.zakalicky@sourcefirstinternational.com.
We always have several positions for IT specialists in Slovakia, in the Czech Republic, but also on foreign projects.

Požiadavky na zamestnanca:

Requirements

• Academic background in STEM with hands-on quantitative programming experience, preferably in Quantitative Finance, Statistics, Physics, or Computer Science 

• 4+ years of programming and debugging experience in quantitative modelling or analytics (preferably in C, C++, Java, Python) 

• Experience with stochastic modelling, preferably of financial market risks and insurance cashflows

Nice to Have Skills

• Variable Annuities, GMxB or Index-Linked products 

• Working knowledge of financial markets and financial mathematics 

• Relevant life insurance experience 

• Data engineering 

• Biometric experience studies, preferably using R or Python 

• Insurance structuring and pricing 

• Liability modelling with actuarial platforms such as Prophet/FIS IRS, AXIS, or MoSes/RAFM 

• Actuarial qualification or progress towards it 

• L&H insurance portfolio management 

• IFRS 17, IFRS 9 and regulatory frameworks 

• Collaboration with Valuation, Treasury, Risk Management, Financial Asset Management