Python Engineer Risk Modelling

About the role:

Our team is responsible for the implementation of Swiss Re's internal capital model. The model quantifies all material risks on Swiss Re's balance sheet, by running large-scale numerical calculations on a calculation cluster. To handle this complexity, we rely on curious coworkers with an eagerness to learn, who can contribute to the positive atmosphere in our team and develop our risk model by developing themselves. We're currently rebuilding the model from scratch in Python. This is therefore a great chance to join us at an exciting time - you'll help shape how the new system is designed and built!

The main responsibilities of the position are:

• Design, implement and ship features for the internal capital model, covering both the core framework and individual risk models.

• Maintain and improve the interfaces between the model and other IT systems and applications.

• Support users by troubleshooting issues, providing training, and helping them understand how to work with the model.

• Create clear documentation.

About the team:

You will be part of Group Risk Modelling, in the System Development & Aggregate Risks sub-team. Our team includes members based in Bangalore, Zurich, and other locations, and we bring together a mix of professional backgrounds. We also closely cooperate with our colleagues from Risk IT as well as business teams

About you:

• 5+ years of professional experience in software engineering, preferably in financial services or other quantitative domains.
• Strong experience in solving quantitative problems with code
• Expert knowledge of Python.
• Strong experience in testing and test design.
• Knowledge of coding best practices and design patterns, good understanding of object-oriented design and data structures.
• Experience with Git and related tools.
• Experience with Azure DevOps, CI/CD pipelines and cloud integration in general a plus.
• Proficient English communication with the ability to explain sophisticated matters in an understandable way.
• Curiosity to learn and tenacity to thrive in a complex environment. Excellent problem-solving abilities, strong analytical and conceptual thinking.

Hiring process:

The hiring process will include a short, self-recorded video interview, several rounds of interviews and a live coding exercise.