Risk Modeller

About the role:

• Risk model development and maintenance including exploring alternative approaches. 

• Address findings/issues from internal risk model validation and regulators. Ensure proper documentation. 

• Providing guidance on quantitative issues arising in risk management such as in new products, backtesting, stress testing and scenarios. 

• Analyzing dependencies between financial market and insurance risks. 

• Presenting and defending modelling approaches. 

• Use, analyse and improve data from various sources, such as finance systems, costing platforms, etc. 

• Design and run quantitative analyses using our risk model. 

• Support the implementation of new models/features. 

About the team:

We are a Zurich and Bangalore based team of 12 Risk Modellers within Group Risk Management tasked to develop and maintain Swiss Re's internal capital model, which is used for regulatory reporting and capital allocation. We work with numerous internal and external stakeholders in Risk Management, Actuarial, Finance, Investments and Underwriting as well as regulators. We have implemented a state of the art modelling platform over the last years that you will work with. 

About you:

• Quantitative experience in insurance and financial markets. 

• 5 + years of Experience in programming in a professional setting. Advanced knowledge of Python. 

• Some experience with valuation and risk models. 

• Strong analytical skills. 

• Project skills, process-oriented approach, working well within a team in Zurich and Bangalore. 

• Ability to present complicated subjects in a simpler manner to different audiences, ability to share knowledge within a team. 

• Excellent command of the English language. 

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.

Our success depends on our ability to build an inclusive culture encouraging fresh perspectives and innovative thinking. We embrace a workplace where everyone has equal opportunities to thrive and develop professionally regardless of their age, gender, race, ethnicity, gender identity and/or expression, sexual orientation, physical or mental ability, skillset, thought or other characteristics. In our inclusive and flexible environment everyone can bring their authentic selves to work and their passion for sustainability.

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.