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.
As a Quantitative Software Engineer you will
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)
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
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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.