Quantitative Risk Manager (m/f/d) Solvency Life 80-100%

About the job

Quantitative Risk Manager (m/f/d) Solvency Life 80-100%

MAKE A REAL DIFFERENCE IN THE JOB.

Together for real life.

What to expect

• You calculate the capital requirements of the life insurance business using internal models and standard models.
• You perform calculations and quantitative analyses based on the results of our risk models.
• You prepare internal risk assessments and asset-liability analyses.
• You automate controls, further develop existing processes, and contribute to the optimisation of our risk models.
• You conduct qualitative analyses of our risk models, such as reviews of documentation, and prepare various reports.
• You prepare results for the Swiss management as well as for the Generali Head Office in Italy.
• You support the Chief Risk Officer in preparing presentations for senior stakeholders.
• You contribute to the development of new mathematical approaches and IT solutions.
• We support training to become an SAV actuary.

What you bring

• Master’s degree in a quantitative discipline, such as mathematics, physics, engineering, computer science, or economics with a quantitative focus.
• Good knowledge of probability theory and statistics.
• Knowledge of risk management topics.
• SST and/or Solvency II knowledge as well as reporting experience are advantageous.
• Very good Excel skills with VBA.
• Very good programming skills. We work, among others, with VBA, R, Python, SQL Server, and Prophet.
• Knowledge of Bloomberg is an advantage.
• Good knowledge of financial market instruments and their valuation, especially derivatives.
• Very good German and/or English skills.

Your benefits

Your office is wherever you are: Depending on your workload, you can work remotely up to 60% of your working time. This gives you more flexibility in your job and private life.
Time for relaxation, a trip, or further training: Thanks to six weeks of holiday, you have plenty of freedom for yourself and your interests.
With us, you get plenty of freedom for decisions, creative thinking, and your own ideas. You shape your career yourself.
With us, you are challenged and supported. That is why a wide range of internal training opportunities is available for your professional future.
Balancing work and private life is not always easy. That is why we also offer the possibility to work part-time.
Your health is important to us. With us, you can keep fit in various sports groups with other employees.

Your next step

Do you have further questions about the open position, your new team, Generali as an employer, or our corporate culture? Jessica Karolina will be happy to help you.

We look forward to receiving your online application.

Jessica
Recruiting & Talent Acquisition Specialist

We, Generali

Generali promotes equal opportunities. You are welcome with us regardless of age, gender, gender identity, sexual orientation, origin, ethnic background, or religion.

Your salary in this position depends on your acquired professional experience, your responsibility within the role, and local industry standards.