Financial Risk Analyst

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

Develop tools to improve data consistency and capture the data irregularities encountered in the risk aggregation and reporting process.

Analyze large-scale data and have 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 lie 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 toward 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 Re's 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 Re's firm-wide financial market and credit risks. The team produces various analytics and periodic reports to internal and external stakeholders with a 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 and analytical skills with exposure to at least one scripting language (e.g. Python, R), data modeling, SQL.
• Experience in leveraging LLMs through varied platforms like Azure, Copilot Studio, and StarGate (Palantir Foundry) would be a plus.
• Good communication skills, an eye for detail, a 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 for understanding the trends and developments in the global financial markets.
• Our company has a hybrid work model where the expectation is that you will be in the office at least three days per week.