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The Group Risk Management department is searching for a risk modeller in the Quantitative Modelling team, UNIQA Insurnace Group AG. The objective of the position is the execution and enhancement of the existing internal market risk model.

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

Senior Risk Manager (m/f/d)

Your main responsibilities

  • Maintenance and enhancement of the internal model for market risk with special focus on
  • regular analysis of the asset portfolio
  • discussions with all stake holders regarding new assets and risk factors / classes
  • implementation of new model features within the internal codes and systems
  • analysis (of changes) of the risk profile
  • Execution of various tasks during the regular calculation process of the internal model for market risk
  • Reporting of risk numbers of the internal model for market risk

Your qualification

  • University degree in mathematics, statistics, physics or related field
  • Very good programming knowledge (e.g. R, Python)
  • Very good knowledge in (multivariate) stochastic processes
  • Very good knowledge in capital markets
  • Several years of working experience with a quantitative focus (e.g. risk management, asset management)
  • Preferably good command in German
  • Preferably good knowledge of Solvency II
  • Proactive and reliable team player

Your core competencies

  • Ability to solve problems
  • Readiness of mind
  • Costumer orientation
  • Organization
  • Integrity and trust

Annual minimum wage according to collective agreement: EUR 42.437 - gross. We are prepared to exceed depending on qualification and experience.
We are looking forward to receiving your application!

Apply now!

Nicola Koubowetz
HR Business Partner
Untere Donaustraße 21
A - 1029 Wien
Tel.: 0043 1 21175 - 2111

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