Market Risk Life Insurance

Job Title: Market Risk Life Insurance
Contract Type: Permanent
Location: Zürich, Switzerland
Salary: Swiss Franc130000 - Swiss Franc150000 per annum + TBD
REF: ADA1007780_1521460026
Contact Name: Audrey Dadon
Contact Email:
Job Published: about 1 year ago

Job Description

Life Actuary to work in the Replicating Portfolios team, supporting liabilities side of the Group's market risk.

We are supporting a multinational life insurer who have launched a new position in their Replicating Portfolios team. You will be part of a small, yet enthusiastic and highly technical team that supports the internal model calculations for market risk purposes. In this role, you will have overview at Group level and work together with various international stakeholders.

You will take the lead on Replicating Portfolio production, further develop the production process and perform research into proxy modelling techniques. A quantitative education at MSc or PhD level is highly desirable for this role, possibly supported by an Actuarial qualification. You are able to demonstrate experience in replicating portfolios, proxy modelling, development of production processes and bring experience in Excel/ VBA, Python and/or Matlab. Your ability to build relationships in international environment, be it virtual, or in person, will be highly valued.

Excellent opportunity to become part of a strong brand and build an international career.