Quantitative Analyst

  • 37958
  • Non-Life - Actuarial
  • |
  • Switzerland
  • |
  • Aug 11, 2020
Insurance
RESPONSIBILITIES
  • Develop algorithmic solutions for business requirements.
  • Translate solutions into a prototype and technical specifications, i.e. description of the algorithms.
  • Collaborate closely with the methodology/model owners and other stakeholders on the business side.
  • Support the stakeholders with modelling expertise.
  • Collaborate closely with the software developers inside the team and advice on the implementation.
  • Be responsible for the overall software design and architectural concepts of our risk modelling applications.
  • Be responsible for the implementation of a continuous integration framework.
  • Advise the software developers on quantitative tests to be implemented and executed in R.
  • Do the technical testing of the correctness of the implementation including sense checking the results.
  • Take the lead on projects, in particular of more technical nature.
QUALIFICATIONS
  • University degree in Computer Science, Computer Engineering, Mathematics, Actuarial, Statistics, Physics, Numerical Analysis or equivalent.
  • 5 or more years of work experience in related field.
  • Knowledge of professional software engineering and best practices for the full software development life cycle, including coding standards, code reviews, source control management, build processes, testing, and operations.
  • Strong understanding of algorithmic methods in the areas of probability, statistics, econometrics, numerical analysis or actuarial modelling.
  • Coding experience in at least two programming languages such as R, S-Plus, Python, Matlab, VBA, Java, C# or C/C++.
  • Willingness and desire to work in R.
  • Experience in an agile framework.
  • Excellent communication and multitasking skills.
  • Being able to understand complex problems and strong problem solving attitude.
  • Strong English language skills.