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Job ID: 33411
Job Openings by Title Senior Market Risk Actuary
Location Switzerland
Position:		 	Senior Market Risk Actuary

Company:			Insurance

Location:				Switzerland	 

Job ID:			33411


-Lead Replicating Portfolio production for Market Risk Capital calculations with support from our Bratislava Competence Center’s actuarial team.
-Produce regular analyses and reports in addition to ad-hoc analyses on market risk-related topics 
-Lead continuous improvements on process automation and methodologies.
-Maintain the control framework for end-to-end production process Interact with a wide range of stakeholders across the whole company and externally on market risk-related topics.
-Support theoretical methodology developments and investigations on alternative proxy modeling techniques and calibration approaches (e.g. machine learning).


-Master in quantitative finance, mathematics or related subjects. Postgraduate degree or additional professional qualification is a plus (e.g. qualified actuary, FRM, CFA, etc.).
-More than 5 years of relevant experience working in Replicating Portfolios, proxy modelling techniques e.g. LSMC, and/or economic capital modelling. 
-Sound knowledge of life business and of risk capital management theory and practice.
-Advanced IT skills. Experience with Excel and VBA is necessary.
-Experience in Python, Matlab and/or SQL is a strong plus.
-Strong process and organizational skills; Prior management experience is a plus.
-Excellent English communication skills (verbal and written). 
-Analytical mind-set, detail oriented, with a strong commitment to quality.
-Highly cooperative, flexible, and enthusiastic team-player.
-Strong sense of responsibility and adherence to deadlines.
-Ability to build and maintain relationships across functions.
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