About the role:
- Manage the deliverables of day-to-day reporting coverage and ensure appropriate analysis, timeliness and consistency across various reporting dimensions
- Develop, display and disseminate a thorough understanding of daily position and market changes that impact various risks of the portfolio
- Service ad-hoc analytical requests from stakeholders in the best possible manner
- Contribute towards improvement of risk reports and reporting processes through fast developed IT solutions.
- Identify and initiate projects and processes that aid in improving the measurement and attribution of Risk Metrics like VaR/Stress/Shortfall etc that lies within the team s scope
- 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 Res risk profile
About the team:
The Financial Risk Aggregation and Analytics (FRAA) team within Solvency and Financial Risk Management (SFRM) is in charge of collecting and aggregating Swiss Res firm-wide financial market and credit risks. The team produces various analytics and periodic reports to the internal and external stakeholders with strong focus on analysis, timeliness and quality. FRAA works closely with Market Risk Managers, Credit Risk Managers, Credit Underwriters, Asset Managers and Treasury and aligns the reporting needs in a fast changing environment. FRAA focuses on strong IT capabilities for efficient implementation of reporting processes.
About you:
- Good academic track record in Engineering, Finance or Mathematics (Bachelors/Masters) or a professional designation such as CFA, FRM or CQF.
- 7-8 years of experience in the financial services or insurance sector with a good understanding of financial products (fixed income, equities and derivatives) and counterparty credit risk. Deep understanding of Interest Rate products will be an advantage
- Solid IT & analytical skills with exposure to at least one scripting language (e.g. Python, R), data modeling, SQL.
- A good understanding of Palantir products would be a plus.
- 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
- A flair to understand the trends and developments in the global financial markets
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. We cover both Property & Casualty and Life & Health. Combining experience with creative thinking and cutting-edge expertise, we create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 14,000 employees across the world.
If you are an experienced professional returning to the workforce after a career break, we encourage you to apply for open positions that match your skills and experience.
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Reference Code:
134571