133558
Are you interested in quantitative risk management and have a keen eye for detail? We are seeking a Senior Quantitative Specialist for our Model Risk team in Group Risk Management.
In this role, you will be responsible for the independent validation of Zurich Group’s most material models, with a focus on non‑insurance risk models such as market risk, credit risk and aggregation components of the Group Internal Models. You will work on models used for Solvency II and the Swiss Solvency Test, as well as selected strategic models supporting valuation and risk‑based decision‑making.
This is a full‑time position (80–100%) offering broad exposure to Group‑wide methodologies and senior stakeholders, and an excellent opportunity for a seasoned professional to independently challenge models in a complex, global environment.
What you will do
Lead and/or contribute to independent validations of the Group’s most material non‑insurance models.
Design and execute risk‑based validation test plans, covering model design, data, implementation, documentation, governance and compliance.
Develop and maintain validation tools and quantitative analyses in support of independent challenge.
Assess model strengths and weaknesses, form independent validation opinions, and identify findings and recommendations.
Document validation outcomes, draft high‑quality validation reports, and present conclusions to Senior Management and/or governance committees.
Collaborate with key stakeholders