Zurich, Zurich, CH
About Swiss Re
Swiss Re is one of the world’s leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient. We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to cybercrime.
At Swiss Re we combine experience with creative thinking and cutting-edge expertise to create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 13,000 employees across the world.
We offer a flexible working environment where curious and adaptable people thrive. Are you interested in joining us?
About the Role
Core aspects of the role:
• Interpret the valuation and market risks of financial products (e.g. sensitivity analysis, stress testing, value-at-risk etc.) across multiple asset classes (including derivatives).
• Report risk insights to senior management, which typically requires close collaboration with other departments (e.g. Risk Management, Asset Management and Treasury).
• Manage the deliverables of day-to-day reporting coverage and ensure appropriate analysis, timeliness and consistency across various reporting dimensions.
• Evaluate the key drivers of risk metrics and clearly articulate actionable feedback on reporting events, exposure changes and issues that impact Swiss Re's financial risk profile.
• Contribute towards improvement of risk reports and reporting processes through fast developed IT solutions. Support dedicated initiatives and projects to improve the risk reporting landscape.
• Collaborate closely with the Financial Risk Reporting team in Bangalore to ensure delivery of high-quality analytical work.
About the Team
The Financial Risk Reporting (FRR) team within Financial Risk Management (FRM) Governance & Reporting is in charge of collecting and aggregating Swiss Re's firm-wide financial market and credit risks. The team produces various reports to both internal and external stakeholders with a strong focus on analysis, timeliness and quality. FRR works closely with Market Risk Managers, Credit Risk Managers, Asset Managers and Treasury and aligns the reporting needs in a fast-changing environment. FRR focuses on strong IT capabilities for efficient implementation of reporting processes. The team is based in Zürich and Bangalore (India).
About You
• 7+ years of market risk experience in the insurance or financial services industry with a strong understanding of financial products (financial modeling, fixed income, equities and derivatives).
• Good academic track record in a quantitative field (Finance or Mathematics) or a professional designation such as CFA or FRM.
• Solid IT skills with proficiency in at least one scripting language (e.g. R, Python), data modeling, SQL and MS Excel capabilities. Show interest to explore market leading tools and put them into practice.
• Mentor and influence juniors in the team with a positive leadership attitude.
• Manage multiple stake-holder relationships, while maintaining a risk manager's viewpoint.
• Strong communication skills (ability to articulate technical topics in simple terms).
• A flair to understand and report the trends and developments in the global financial markets.
• Good organizational skills, ability to handle multiple priorities and meet the deadlines.
We are an equal opportunity employer, and we value diversity at our company. Our aim is to live visible and invisible diversity – diversity of age, race, ethnicity, nationality, gender, gender identity, sexual orientation, religious beliefs, physical abilities, personalities and experiences – at all levels and in all functions and regions. We also collaborate in a flexible working environment, providing you with a compelling degree of autonomy to decide how, when and where to carry out your tasks.
We provide feedback to all candidates via email. If you have not heard back from us, please check your spam folder.
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Reference Code: 101644
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