Quantitative Analyst

About the role:

Are you passionate about quantitative methods and interested in applying them to the world of insurance? Would you enjoy applying state-of-the-art credit modelling techniques to generate tangible commercial value? Do you have knowledge and interest in credit modelling and are you looking for a position to apply your knowledge at one of the leading reinsurers in this space? In the Swiss Re Institute's Credit and Speciality steering team we develop models and tools used for pricing and steering Credit & Surety business. In this role, you will contribute to all of the team's regular tasks, including Credit & Surety portfolio steering and development of models and tools, as well as steering tasks for other specialty lines. This quantitative position offers you a unique opportunity, close to business functions as well as exciting interactions with colleagues in steering, risk management and IT functions.

In this role, you will contribute to:

• Production of Credit & Surety capacity reports using portfolio model tools and Group Risk model infrastructure
• Monitor portfolio changes and capacity development and collaborate closely with other functions, including Credit & Surety product centers, Risk Management, etc.
• Develop a flexible and interactive reporting framework for capacity and related tasks
• Provide ad-hoc analysis and portfolio drill-downs across a wide range of themes like capacity usage for sub-portfolios and countries
• Oversee production of parameters used for costing and IFRS
• Data analysis and research to support credit modelling and portfolio management

About the team:

Our team is hosted in Group Portfolio Underwriting / Underwriting Steering and Strategy, a department mandated to steer the group's underwriting portfolio by allocating capital to underwriting risk pools, reporting to the Group Chief Underwriting Officer. We are an interdisciplinary team of quantitative experts responsible for specialty steering and credit and surety costing methodology, tools, parameters and portfolio management related to Swiss Re's credit and surety business.

About you:

• Minimum 5 years of work experience in insurance / banking industry, in a reporting function
• quantitative background (university degree in quantitative finance or economics) with credit and financial risk knowledge, solid skills in software packages Matlab and Python and an interest in automatizing processes
• familiarity with handling Foundry (Stargate) is considered a plus
• Team oriented, curious, self-motivating and hands-on working style
• Good interpersonal and communication skills
• Good command of English

Swiss Re is an equal opportunity employer, and we value diversity at our company. Our aim is to live visible and invisible diversity – diversity of age, race, ethnicity, nationality, gender, gender identity, sexual orientation, religious beliefs, physical abilities, personalities and experiences – at all levels and in all functions and regions at Swiss Re. We also collaborate in a flexible working environment, providing you with a compelling degree of autonomy to decide how, when and where to carry out your tasks.