Our opportunity
Actuarial Risk Analyst – Market Risk
‍
‍
Join our dynamic team of actuarial risk analysts in Bratislava and help shape the future of market risk management for Zurich’s global life insurance business. You’ll play a key role in the centralized production of Replicating Portfolios, support senior management with insightful analyses and reporting, and drive process automation across our actuarial functions. By working closely with stakeholders from Corporate Centre, Group Investment Management, Group Risk Management, and Zurich Business Units worldwide, you’ll help deliver innovative solutions that create a brighter future together.
‍
‍
Your role
As an Actuarial Risk Analyst, your main responsibilities will involve:
- Participate in quarterly Replicating Portfolio production for Market Risk Capital calculations, leveraging Apache Airflow and Python.
- Prepare impact assessments, analyses, and reports on financial and market risk topics for senior management.
- Contribute to ongoing process improvements and automation initiatives.
- Collaborate with diverse internal and external stakeholders on market risk matters.
- Support the development of new methodologies, including alternative proxy modelling and calibration approaches (e.g., machine learning).
- Maintain and enhance actuarial solutions using technologies such as Airflow, Python, Excel, (translate stakeholder needs into practical solutions).
‍
‍
Your Skills and Experience
We’re looking for a collaborative and enthusiastic team player with:
- A master’s degree in quantitative finance, mathematics, or a similar field.
- Experience with data wrangling (Python, Excel, or other programming languages such as R or MATLAB).
- Excellent English communication skills, both verbal and written.
- Sound understanding of life insurance business and risk capital management principles.
- interest in process automation and workflow optimization.
- A flexible, positive attitude – this role is open to fresh graduates as well as experienced professionals.
