Our partner is an international financial and insurance service provider with over 20 years of stable market presence. Operating as a legally independent entity within a prestigious global group, the company focuses specifically on global and regional operations. They offer a modern, flexible, and hybrid workplace with a Scandinavian-style corporate culture.
Pozíció leírása / Job description- Perform calibration of stochastic financial mathematical models of interest rates, equities, and FX rates, using current market data like swap prices, swaption volatility surfaces, equity indices, and FX rates
- Generate interest rate curves and risk-neutral economic scenario sets for regulatory purposes (Solvency II, replicating portfolio, movement analysis and market-consistent valuations under IFRS 17)
- Calculate illiquidity premia (ILP) for market-consistent valuations under IFRS 17
- Create non-standard risk-neutral and real-world scenario sets for pricing, ALM, ORSA and other regulatory purposes
- Maintain and enhance internal processes and end-user developed applications
- Support the maintenance and development of the applied financial mathematical models
- Consult with users and stakeholders
- University degree in Financial Mathematics, Actuarial Sciences, Econometrics, Physics or related discipline
- Affinity with mathematical modelling. Ideally, practical knowledge of financial derivatives, including the techniques to price them
- Attention to detail, good analytical and communication skills in English, both oral and written
- Practical and pro-active hands-on approach - you can combine rigorous mathematical thinking with a practical business flavour
- Programming experience in Python and/or VBA is an advantage
- Annual bonus
- Flexible cafeteria benefit package
- Private health insurance for your well-being
- Hybrid work model with 3-4 days home office per week
Boglárka Éva Tóth - boglarka.eva.toth@randstad.hu
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