Quantitative Risk Manager (m/f/d) Solvency SST Life 80 - 100%
You will work in the SST Life team within the Quantitative Risk Management Department.
Immerse yourself in the exciting world of risk management at one of the world's largest insurance companies.
What to expect
- Calculation of the capital requirements of the life insurance business for the Swiss Solvency Test (SST) using the partial internal model.
- Performing calculations and quantitative analyses on the results of the risk models.
- Internal risk assessments and asset-liability analyses.
- Automating controls, re-engineering processes, and further optimization of the risk models.
- Performing qualitative analyses (e.g. documentation review) on the risk models and producing different kinds of reporting.
- Direct reporting to the Swiss management, the Generali Head Office in Italy and the insurance supervisory authority FINMA, providing updates and reporting.
- Technical discussions with FINMA on methodology, calculations and reporting.
- Supporting the Chief Risk Officer with creating presentations for senior stakeholders.
- Support in development of new mathematical approaches and IT solutions.
- Opportunities for further education (e.g. Aktuar SAV) and excellent career opportunities.
The skills you'll bring
- Master's degree in a quantitative subject (e.g. Mathematics, Physics, Engineering, Computer Science, Economics with a quantitative specialization).
- At least 3 years of professional experience in a related function.
- Good knowledge of probability theory and statistics.
- SST and/or Solvency II, as well as reporting experience.
- Knowledge of risk management topics.
- Good knowledge of Excel (ideally with VBA).
- Very good programming skills – we use VBA, R, Python, SQL Server and Prophet.
- Knowledge of Bloomberg is an advantage.
- Good knowledge of financial market instruments and their valuation (specifically derivatives).
- Fluent in English or German
Your workplace
Soodmattenstrasse 2, 8134 AdliswilYour benefits
Your next step
We look forward to receiving your online application on jobs.generali.ch
Do you have any questions about an advertised job, your new team, Generali as an employer or our corporate culture? Elsbeth will be happy to help. We look forward to receiving your online application.
Apply nowWe do not wish to be contacted by recruitment agencies.
Elsbeth Recruiting Partner
Apply now
We do not wish to be contacted by recruitment agencies.
We, Generali
Generali is committed to equal opportunities. We welcome you regardless of age, gender, gender identity, sexual orientation, origin, ethnicity or religion.
Your salary in this position is aligned with your earned work experience, your responsibilities within the position and local industry standards.
Your salary in this position is aligned with your earned work experience, your responsibilities within the position and local industry standards.
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