Financial Risk Analyst

Job Summary

Monitor and control the Market and Credit risk portfolio exposure for Swiss Re group, regularly performing change impact analysis and presenting key active business drivers and passive changes to the management.

Responsibilities

• Developing tools to improve data consistency and capture the data irregularities encountered in the risk aggregation and reporting process.
• Analyze large-scale data and having the ability to perform analytics, interpret results, and present simplified insights to management.
• Identify and initiate projects and processes that aid in improving the measurement and attribution of Risk Metrics like Stress, VaR ,SPLC, Shortfall etc that lies within the team s scope.
• Manage the deliverables of day-to-day reporting coverage and ensure appropriate analysis, timeliness, and consistency across various reporting dimensions.
• Service ad-hoc analytical requests from stakeholders in an efficient manner.
• Contribute towards improvement of risk reports and reporting processes through fast developed IT solutions.
• 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

Team Overview

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, Data Science, Finance or Mathematics (Bachelors/Masters) or a professional designation such as CFA, CQF or FRM.
• 2-4 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.
• Experience in leveraging the LLMs through varied platforms like AZURE, Co-pilot Studio and StarGate( Palantir Foundry) would be a plus.
• Good communication skills, have an eye for detail, 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

Work Arrangement

Our company has a hybrid work model where the expectation is that you will be in the office at least three days per week.

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.