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Armonk, NY, US New York, NY, US

Market Risk Analyst


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.

At Swiss Re we combine experience with creative thinking and cutting-edge expertise to create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 13,000 employees across the world.

We offer a flexible working environment where curious and adaptable people thrive. Are you interested in joining us?


Position objectives and position summary

The successful candidate in this role will become a key member of the Market Risk Re/Insurance team covering the market risk resulting from Swiss Re's Insurance/Reinsurance activities. This team forms an important part of Financial Risk Management with global responsibilities to help Swiss Re make the world more resilient by ensuring embedded market risks coming from our liabilities are understood, monitored and managed.

Coverage areas include structured transactions in Life & Health and Property & Casualty business areas with embedded financial market risk, Variable Annuities portfolio and Insurance Linked Securities (ILS) business.

Main tasks/activities/responsibilities

  • Support the Market Risk Management review of large and complex Insurance/Reinsurance transactions with embedded financial market risks
  • Support Risk Management's oversight activities of the treatment of non-standard market risks in Swiss Re's Asset Liability Management (ALM) framework
  • Contribute to the production of regular and ad-hoc risk reporting covering structured Life & Health and Property & Casualty transactions, Variable Annuities portfolio and support for CRO of capital markets legal entities
  • Monitor risk exposures versus limits, communicate drivers of risk exposures and limit utilizations to senior management
  • Maintain a continuous and effective dialogue with colleagues across Risk Management (including Insurance Risk Management), Life and Health and Property and Casualty business areas and Asset Management including Client Solutions and Analytics
  • Contribute actively to the risk management dialogue in committee setting
  • Assist with project management, leading the transaction review pipeline, coordinating with various internal and external partners

Job requirements

  • Strong academic qualifications, graduate degree a plus.
  • 2+ years industry experience.
  • Strong verbal and written communications skills. Able to articulate ideas in a clear and concise manner
  • Strong analytical skills, problem-solving approach
  • Organizational skills and ability to multi-task
  • Actuarial and financial modelling skills
  • Familiarity with structured transactions and transaction review process is a plus
  • Ability to work effectively in global team setting; deliver on tight deadlines
  • Advanced excel knowledge required, VBA and/or R programming desirable.



Reference Code: 94753 


Nearest Major Market: White Plains
Nearest Secondary Market: New York City

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