Quantitative Software Engineer 80-100%

04.09.Position with re­spon­si­bil­i­ties80 – 100%

Quantitative Software Engineer 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 the lead for our software design and architectural concepts on one side while acting further as an interface between the business and the software developers by transforming new/updated methodology into algorithms utilizing numerical and statistical techniques on the other side.

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 Software Engineer you will

  • Be responsible for the overall software design and architectural concepts of our risk modelling applications
  • Be responsible for the implementation of a continuous integration / continuous deployment (CI/CD) framework
  • Advise the software developers on quantitative tests to be implemented and executed in R
  • Develop algorithmic solutions for business requirements
  • Translate solutions into a prototype and technical specifications, i.e. description of the algorithms
  • Collaborate closely with the methodology/model owners and other stakeholders on the business side
  • Collaborate closely with the software developers inside the team and advise on the implementation
  • Do the technical testing of the correctness of the implementation including sense checking the results
  • Take the lead on projects, in particular of more technical nature
  • Work location is Zürich
Your Skills and Experience

As a Quantitative Software Engineer your skills and qualifications will include:

  • University degree in Computer Science, Computer Engineering, Mathematics, Statistics, Physics, Numerical Analysis or equivalent

  • 5 or more years of work experience in related field

  • Practical skills and experience in most of the aspects of a CI/CD setup, including test plans/strategies and build processes/Jenkins pipelines

  • Knowledge of professional software engineering and best practices for the full software development life cycle, including coding standards, code reviews and source control management (GIT)

  • Strong understanding of algorithmic methods in the areas of probability, statistics, econometrics or numerical analysis

  • Coding experience in at least two programming languages such as R, S-Plus, Python, Matlab, VBA, Java, C# or C/C++

  • Willingness and desire to work in R

  • 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. 



Position with re­spon­si­bil­i­ties, 80% – 100%


Size:5500 employees
Job offers:40 jobs
Location:Hagenholzstrasse 60
8050 Zürich

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