Are you an expert in quantitative modelling? Are you an innovative thinker who likes to challenge the status quo? Are you an engaged and motivated personality who likes to understand the big picture? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for someone like that to develop risk models for statistical risk aggregation purposes, including:

• gain profound understanding of the business reality which is to be represented in a model
• explain statistical techniques and dependences in a comprehensible way
• compile relevant information needed to develop or adapt a model
• deal with large databases in-house as well as on the cloud
• prepare presentations to senior management and regulators
• perform and document model performance and confirmation tests