Data Scientist, Quantitative Risk Management / Asset Liability Management | Betriebswirt (m/w/d)

HUK-COBURG Versicherungsgruppe

Coburg, Bayern, Deutschland
Published Oct 31, 2025
Full-time
No information

Job Summary

This role involves transforming data into tangible value for over 13 million customers within the HUK-COBURG Asset Management GmbH, focusing on quantitative finance and risk. The Data Scientist will apply cutting-edge Data Science and AI methods to real-world capital investment risk management problems. Key responsibilities include the development, implementation, and continuous optimization of quantitative models within the Asset Liability Management (ALM) context and strategic asset allocation, requiring the candidate to take technical ownership of these models. You will work collaboratively within an agile, interdisciplinary team of Data Scientists, Machine Learning Engineers, and domain experts. The ideal candidate possesses a Master’s degree (Ph.D. preferred) in a quantitative field, several years of experience applying data science to economic issues, and excellent Python programming skills, complemented by deep knowledge of statistics, optimization, and modern Machine Learning techniques. This position offers a dynamic career path within a stable, leading German insurer committed to innovation.

Required Skills

Education

Required: Completed University Degree (Master's or Diploma) in Data Science, Machine Learning, Mathematics, Physics, Economics, Computer Science, or a comparable field. Preferred: Doctoral Degree (Ph.D.).

Experience

  • Several years of experience applying Data Science methods and mathematical optimization models to economic issues
  • Professional experience in Asset Management or Risk Management (ideal)

Languages

Not specified

Additional

  • Willingness to be present in Coburg (hybrid work model required).