60 days ago on oneagency.ch

Market Risk System Developer (m/f) - 80 - 100%

ONE Agency GmbH

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Market Risk System Developer (m/f) - 80 - 100%

Market Risk System Developer (m/f) - 80 - 100%

About our client

Our client is one of the world’s leading insurance groups, and one of the few to operate on a global basis. Its mission is to help customers understand and protect themselves from risk. With about 55,000 employees serving customers in more than 170 countries, our client aspires to become the best global insurer as measured by its shareholders, customers and employees. Our client helps individuals, small and medium sized companies and global corporations around the world understand and protect themselves from risk by offering a wide range of insurance products, solutions and advisory services.

Your responsibilities

  • Maintaining & developing the IM Risk Platform based on MSCI BarraOne calculations.
  • Provide market risk figures Asset Liability Management, Risk-based Capital, Swiss Solvency Test, and Solvency II requirements
  • Implementing new functionalities in the pre- and post-processing applications, i.e. loaders, shock, scenario and simulation definitions
  • Operating Market Risk System; calculating and simulating the risk figures including technical quality control of all inputs and results
  • Coordinate with external system and data providers and Zurich internal stakeholders

Your profile

  • University degree in areas of Computer Science, Engineering, Economics or Business Administration to Bachelor level, Masters is preferred
  • 3+ years of hands-on experience in all stages of the software development life-cycle, i.e. design, implementation, testing, delivery and maintenance
  • Fluent in Java (Apache Spark), SQL Server; additional knowledge of functional languages like R and Python is an advantage
  • Experience in the design, implementation and operations of a market risk systems
  • Good understanding of financial instruments and their risk characteristics; FRM, CFA designation is an advantage
  • Strong verbal and written communication skills in English
  • Team player and self-motivated

Your chance

Interested? Please do not hesitate to find out more about this unique opportunity and send your complete application file to jobs@oneagency.ch.

Ort:Zürich
Job ID:496 |   direct Link