Base: 2,200 eur to 3,700 eur pm; bonus/equity: per...
Hybrid
Stochastic cashflow modeling experience
Variable annuities and gmxb knowledge
Programming in c, c++, java, or python
Swiss Re is seeking a Financial Transactions Modeler to join their Bratislava team, focusing on financial modeling and data analytics in the reinsurance sector. The ideal candidate will have a strong quantitative background and experience with financial market risks, contributing to the company’s growth strategy
Job Summary
This role involves developing stochastic cashflow models for bespoke insurance transactions exposed to financial market risks.
The team collaborates with multiple stakeholders including Risk Management, Finance, and Asset Management to deliver innovative solutions.
Swiss Re offers a base salary between 2,200 EUR and 3,700 EUR per month plus performance-based variable compensation.
Matching Summary
Match Score: 85
Swiss Re is seeking a Financial Transactions Modeler to join their Bratislava team, focusing on financial modeling and data analytics in the reinsurance sector. The ideal candidate will have a strong quantitative background and experience with financial market risks, contributing to the company’s growth strategy.
Salary
Base: 2,200 EUR to 3,700 EUR per month; Bonus/Equity: Performance-based variable compensation component; Benefits: Global and location specific benefits available
Skills & Requirements
Must-have
Stochastic cashflow modeling experience
Variable Annuities and GMxB knowledge
Programming in C, C++, Java, or Python
Biometric and policyholder behavior analysis
STEM academic background required
Nice-to-have
Data engineering skills preferred
Actuarial qualification progress
Collaborative cross-functional teamwork
Experience with IFRS 17 and IFRS 9
Curious analytical thinking style
Key Requirements
4+ years of quantitative programming experience
Academic background in STEM fields
Experience with stochastic modeling of financial risks