Market Risk System Developer (m/f) - 80 - 100%
Within the Zurich Group, we are a community of about 500 investment professionals worldwide. Being responsible for managing Zurich's own assets of about 300 billion dollars, we are an important partner for the Group's insurance business.
The Investment Management (IM) function has therefore built a dedicated team of software developers and data warehouse specialists that maintains and develops solutions for investment and risk management purposes in close collaboration with the business users.
Our people are at the core of what we do. We recognize that people and culture are important for our business. This defines how we hire, develop and motivate our people. We welcome diversity and are proud to offer a broad range of flexible work environments that allows you to balance work and private life.
To complete our team, we are looking for you: As an excellent team mate you are trained to work in a diverse environment. You are a creative thinker who challenges conventional wisdom and helps us to further improve the way we generate value for the Zurich Group. If you are passionate about what you do and have a positive can-do attitude, then we are your employer of choice.
As a Market Risk System Developer your main responsibilities will involve:
Your Skills and Experience As a Market Risk System Developer your skills and qualifications will ideally include:
- 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
Additional Information Primary work location is Zürich. If you value an exciting and varied working environment and meet the above requirements, then our recruiter Urs Kaeslin is looking forward to receiving your application by clicking on the button "Apply online". Who we are Zurich is one of the world's leading insurance groups, and one of the few to operate on a global basis. Our mission is to help our customers understand and protect themselves from risk. With about 55,000 employees serving customers in more than 170 countries, we aspire to become the best global insurer as measured by our shareholders, customers and employees. We help 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. At Zurich we are an equal opportunity employer. We attract and retain the best qualified individuals available, without regard to race/ethnicity, religion, gender, sexual orientation, age or disability. Information for agencies/headhunters Zurich accepts no unsolicited applications from agencies/headhunters for this position. We therefore request that agencies/headhunters do not submit any candidate documents either via our employees nor through our online career portal. We refuse any responsibility for unsolicited applications as well as any associated fees. Thank you for your understanding.
- 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