Quantitative Risk Modeler

Vor 3 Tagen

Wien, Österreich UNIQA Vollzeit

UNIQA Insurance Group is one of the leading insurance groups in our two core markets: Austria and Central & Eastern Europe. This requires fresh thinking - an attitude that is dynamic and solution-oriented. Do you think that's you?

UNIQA Group Risk Management department is searching for a quantitative risk modeler in the Market Risk Modelling team.

To support our young and dynamic team in various tasks, we are looking for an ambitious and service-oriented

**Quantitative Risk Modeler (M/F/d)**:
**Your main responsibilities**:

- Responsible for risk neutral scenarios for the whole group
- regular production of risk neutral scenarios for best estimate calculations
- maintaining and enhancing the risk neutral economic scenario generator
- yearly production of risk neutral scenarios for the internal market risk model
- Responsible for market risk of assets for the whole group
- regular calculations of standard formula stresses
- regular stress and sensitivity calculations
- yearly calculations of internal model stress calculations
- maintaining and enhancing the risk calculation process
- Support in the pricing of illiquid assets within the whole group

**Your qualification**:

- University degree in Mathematics, Statistics, Physics or other quantitative degree
- Knowledge about stochastic modelling and tools of quantitative risk management of advantage
- Good knowledge of MS Office and willingness to work with programming languages (R)
- First experiences as a quantitative risk modeler or in a similar position is a plus
- Proactive and reliable team player
- Fluent in English is a must, good command in German is a plus

**Your core competencies**:

- Solution driven: You have a very systematic way in approaching challenges
- Strategic Agility: thinking ahead
- Customer-oriented: You ensure long-term customer relations
- Organization: You have the ability to use resources efficiently
- Integrity and trust: You are hands-on and trustworthy

**We offer**:

- Office in the heart of Vienna and possibility of mobile working
- Open communication and feedback culture within the company
- Family-friendly company including additional benefits
- Appealing career opportunities and a wide range of further education
- Company pension scheme
- Onboarding program, guidance and support from experienced colleagues and leaders since day one
- Flexible working hours through flexitime agreements

Your minimum annual salary: 49.780,36 Euro gross. You strive for more than the minimum - so do we We will agree on your actual salary depending on your education and experience during the recruiting process.

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