vor 6 Tagen

Quantitative Analyst (Capital Modelling) 80-100%

Zurich Insurance Company

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Quantitative Analyst (Capital Modelling) 80-100%


Zurich's Internal Capital Model is an in-house developed methodology based on sophisticated mathematical and actuarial techniques and involves stochastic numerical simulations and data processing. The Internal Capital Model (ICM) covers the Swiss Solvency Test, Solvency II, Zurich Economic Capital Model and Risk Based Return Measure. The ICM results are reported to the Swiss and Irish regulators and disclosed externally.


You will be part of our agile Development Team responsible for the algorithmic design and implementation of Zurich's Internal Capital Model. You will work closely with the methodology/model owners on the business side and the software developers inside the team located in both Zurich and Bratislava. The objective of this role is to act as an interface between the business and the software developers by transforming new/updated methodology into algorithms utilizing numerical and statistical techniques.


Given the increasing importance of Internal Capital Models we are looking for a highly motivated and talented fast learner to join our strong team in these exciting times.

Your Role
As a Quantitative Analyst you will

  • Develop algorithmic solutions for business requirements
  • Translate solutions into a prototype and technical specifications/description of algorithms
  • Collaborate closely with the methodology/model owners and other stakeholders on the business side
  • Support the stakeholders with modelling expertise
  • Collaborate closely with the software developers inside the team and advise on the implementation
  • Advise the software developers on quantitative tests to be implemented and executed
  • Do the technical testing of the correctness of the implementation including sense checking the results
  • Take the lead on small projects
  • Work location is Zürich with travel required up to 10%
Your Skills and Experience
As a Quantitative Analyst your skills and qualifications will include:
  • University degree in Mathematics, Actuarial, Statistics, Physics, Computer Science, Numerical Analysis or equivalent
  • 3 or more years of work experience in related field, ideally in the risk modelling area.
  • Strong understanding of algorithmic methods in the areas of probability, statistics, econometrics, numerical analysis or actuarial modelling
  • Coding experience in a programming language such as R, S-Plus, Python, Matlab, VBA, Java, C# or C/C++
  • Willingness and desire to work in R
  • Experience in an agile framework (e.g. Scrum, Kanban) or with PowerBI is a plus
  • Excellent communication and multitasking skills
  • Being able to understand complex problems and strong problem solving attitude
  • Strong English language skills (written and spoken)

Additional Information 


Your talent acquisition specialist Daniela Toth is looking forward to receiving your application by clicking on the button "Apply online" below. 


Zurich wants to attract the best talent and we acknowledge that talents might not always be available full-time. At Zurich we will consider requests for flexible working. Many of our employees work flexibly in a variety of ways. Please talk to us during the interview about the flexibility you may need. 


To protect both you and our employees, we are currently managing interviews and onboarding remotely leveraging digital technologies and tools. You will receive more information as you progress in your journey with us. 

Who we are

At Zurich, we foster a culture of diversity and inclusion. Our 53,000 employees worldwide live our values to protect you, to inspire confidence and help you reach your full potential. We promote opportunities for equity among our professionals, regardless of gender, differently abled, LGBTQ +, race, ethnicity, generations, belief, etc.

Find out more About Us.

Information for recruitment agencies 


Zurich does not accept any applications from recruitment agencies for this position. We refuse any responsibility for unsolicited applications as well as any associated fees.