Come to AXA, Switzerland's leading insurance company, as

• Calibration, generation and delivery of risk-neutral scenarios (using the Moody's Economic Scenario Generator) for the local AXA entities
• Support of AXA entities in the calibration of the replicating portfolios used in the quarterly market risk calculation in order to replicate the behavior of the liabilities
• Monthly creation of market-consistent economic targets in accordance with EIOPA guidelines
• Automation of processes and improvement of the tools used in the processes
• Research and development (especially on stochastic modeling, methods for replication of liability portfolios) to ensure a modern and efficient internal model
• Processing of ad-hoc requests from regulators, auditors, AXA entities or the top management

• Master's degree in economics, engineering or natural science with a specialization in financial mathematics
• Professional experience in the financial industry, risk management or in an ALM function. Knowledge of DFA models / cash flow projection models is a great advantage
• Very good quantitative, analytical and conceptual skills
• Very good knowledge of the Microsoft Office package (especially EXCEL and VBA) as well as Python. Knowledge of SQL and R is also an advantage
• Strong communication skills as well as service-oriented thinking and acting
• Very good knowledge of English, both in written and spoken, any other language is a plus