ECM Production Analyst recruitment
Key Accountabilities
As a member of the Economic Capital Modeling team, you will support the production of the internal model results including Risk-Based Capital, Swiss Solvency Test (SST) and Solvency II results. You will prepare data inputs and parameter files and run the internal capital model as well as the Solvency II standard formula. Further, you will participate in the development of new production process and methodologies to integrate all applications of the internal model, assist in developing business requirements and in testing new models. Finally, you will participate in the development of models according to internal and regulatory requirements in close cooperation with Group Risk Management.
Skills and Experience
Prerequisites are a university degree in economics, finance or quantitative science such as mathematics or physics. As the ideal candidate, you have the ability to analyse algorithms and data and you have sound knowledge in statistics and modeling. Database knowledge and strong analytical skills are a distinct advantage. Furthermore, you have strong programming skills, particularly in S Plus or in other object oriented languages (R, Matlab). Fluency in English is indispensable, whereas other language skills are an advantage. You are also familiar with MS office applications. We expect a clear focus on quality, strong relationship building skills, as well as sound communication skills. For the successful candidate this position offers opportunities for further challenges and advancement within a global organisation.
If you like working in a truly international and multicultural environment then we look forward to your complete on-line application in English.
Zurich Insurance Company Ltd
