Financial Risk Analyst

About The Role

• Manage the deliverables of Group Credit Risk Reporting with quantitative analysis and business factors across various reporting dimensions
• Report on credit risk metrics such as Expected Credit Exposure (ECE), Credit Stress Calculations, and Probability of Default (PD) across Investment Products, Credit Underwriting Insurance Products, and Counterparty Credit Risks.
• Analyze and communicate changes in Group Credit Shortfall by interpreting scenarios and outputs from the ICAM (Group Risk) model, highlighting the impacts of business proposition shifts, foreign
• Contribute towards improvement of risk reports and reporting processes through fast developed IT solutions. Support dedicated initiatives and projects to improve risk infrastructure and risk reporting landscape
• Collaborate closely with the Financial Risk Reporting team in Bangalore and Zurich to ensure delivery of high-quality analytical work
• Communicate with Credit Underwriting, Asset Management, Treasury, and other businesses, primarily in the weekly Financial Market and Credit risk councils. Clearly articulate actionable feedback on events, exposures and issues that impact Swiss Re's risk profile
  

About The Team

About You

• Strong academic background in Engineering, Finance, Mathematics, or relevant professional certifications such as FRM, CQF, or a Master's in Quantitative Finance.
• Solid understanding of financial products and credit risk methodologies, including risk assessment metrics such as sensitivities (e.g., DV01, Credit Default), Stress Testing, and Shortfall calculations.
• Minimum of 3 year of experience in financial products, with sound knowledge of fixed income, equities, and derivatives.
• Have hands-on experience in valuation/modelling of financial derivatives.
• Solid programming skills with exposure to at least one scripting language (e.g. Python, R), data modeling, SQL
• A flair to understand the trends and developments in the global financial markets
• Good communication skills, positive attitude, and an ability to articulate technical topics in simple terms
• Good organizational skills, ability to handle multiple priorities and meet deadlines
  

About Swiss Re

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