About the role

  • Quantitative Risk Modeller involved in developing and validating high-impact risk models for Zurich Group. Collaborating with cross-functional teams to enhance risk management and business objectives.

Responsibilities

  • Support the modelling teams in developing, maintaining, and documenting risk and other high-impact models (including SST, Solvency II, pricing, and underwriting)
  • Produce, analyze and report on model results to guide strategic business decisions
  • Implement validation tools, execute validation tests and produce comprehensive reports
  • Collaborate cross-functionally, work on a variety of strategic projects with stakeholders across the Risk and Actuarial departments

Requirements

  • Master’s degree or PhD in Mathematics, Statistics, Actuarial Science, Quantitative Finance, or other quantitative field
  • Recent graduate or up to 1 year of relevant experience in the (re)insurance industry, consulting, or a financial institution
  • Strong statistical, data modelling and programming skills (R and/or Python)
  • Excellent communication and relationship-building capabilities, with fluent written and spoken English
  • Experience in risk and capital modelling or currently pursuing/planning to pursue an actuarial qualification is advantageous

Benefits

  • Healthy food options
  • Fitness facilities
  • Bright, collaborative spaces

Job title

Quantitative Risk Modeller

Job type

Experience level

Junior

Salary

Not specified

Degree requirement

Postgraduate Degree

Tech skills

Location requirements

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