Job Description
Your Growth Unleashed
Where your journey begins and your potential shines
At Synpulse, we don’t just consult – we transform. As a leading global management and technology consultancy with Swiss roots, we empower financial institutions to navigate change and seize new opportunities. Since 1996, we've been shaping the future of financial services by delivering cutting-edge expertise in strategy, operations, and technology to banks and insurers worldwide.
What sets us apart is our people. At Synpulse, we cultivate a collaborative, high-impact culture where initiative and creativity are valued. With 21 offices across Europe, the Americas, and Asia-Pacific, we bring together diverse perspectives and talents. We believe innovation thrives where everyone feels they belong and can contribute.
Our core values – Embrace, Drive, Achieve – shape how we work and evolve. We don’t just offer jobs – we offer the chance to develop, make an impact, and be part of a team that’s redefining the future of financial services.
About the job:
In this first-line quantitative role, you’ll partner with client’s Head of Asset-Liability Modelling to deliver powerful insights into market, credit, and asset–liability mismatch risks. Working closely with Investments and Actuarial teams, you’ll use client’s stochastic models and other advanced tools to transform data into meaningful risk and performance insights that drive strategic decisions.
Job Responsibilities:
- Deliver quantitative insights on market and asset-liability risks through regular risk metrics and performance reporting, aligned with group and entity-level frameworks
- Develop risk-based assumptions to inform the annual investment plan and strategic asset allocation
- Calibrate and validate market and credit risk parameters, enhancing the robustness of internal and stochastic models
- Assess and monitor liquidity risk, contributing to the ongoing development of the group’s liquidity risk framework
- Design and evolve stress and scenario testing frameworks, exploring how extreme market movements affect solvency and investment outcomes
- Contribute to the ORSA process, producing market, credit, and liquidity risk insights and supporting scenario analyses
- Generate ALM intelligence that supports strategic decision-making and optimizes Convex’s overall risk profile
Job Requirements
About you:
Required Qualifications, Capabilities, and Skills:
- 2-5 years of professional experience in Capital Modelling, Financial Market Risk or Actuarial Department, ideally within an insurance company or actuarial consulting environment
- Graduate degree in quantitative finance, mathematics, statistics or a related quantitative field
- Understanding of investment fundamentals, asset classes, sectors and principles behind deriving both systematic and non-systematic risk
- Practical knowledge of risk management methodologies such as Value-at-Risk (VaR) and stress testing
- Familiarity with risk-based capital and economic models, including Solvency II frameworks
- Hands-on experience with quantitative risk modelling, ideally involving stochastic modelling techniques
- Proficiency with analytical tools and data handling (e.g., Excel, Python, R, or similar)
Job Benefits
Why us:
- Five extra vacation days on top of regulation
- Sick leave compensation 100% from day one
- 3 sick days per year
- Attractive performance bonus based on project performance up to 10%
- Cafeteria benefit system with a flexible allowance of 500 EUR per year for education, health benefits, shopping, travel, cultural activities, and sports options
- Overtime fully paid or compensated based on your preference
- A friendly and informal working environment
- Work-life balance with flexible working hours and the option to work from home (by agreement)
- Dedicated time for individual training
- MultiSport card
- & more
Salary range offered starts at 2000 EUR, may vary based on your seniority level, skills and experience.
Ready to go further? Let’s unleash your growth — together
For more information, please visit us at www.synpulse.com
