Python Engineer - Risk Modelling (Hybrid; m/f/x/d; 80-100%)

Are you keen to work where actuarial models, software engineering and large-scale simulations come together? This job focuses on turning risk models into a production system that runs at scale and produces results people can rely on. 

About the Role 

Our team builds Swiss Re's internal capital model. The model quantifies the material risks on Swiss Re's balance sheet using large-scale numerical simulations on a calculation cluster in the cloud. We are currently rebuilding the model from scratch in Python: You will write production code, make design decisions and deal with constraints around performance, testability, and maintainability. 

What you'll do:

• Design and implement features in the internal capital model, covering both the core framework and individual risk models. 

• Analyse and resolve model and system issues reported by users and other teams. 

• Explain and demo how the model works to users and help them use it correctly. 

• Enhance and maintain the interfaces between the model and surrounding systems. 

• Create and update clear technical documentation. 

About the Team 

You'll join Group Risk Modelling, in the System Development & Aggregate Risks team. Our team spreads across Zurich, Bangalore and other locations, and we bring together a mix of professional backgrounds. We also closely cooperate with our colleagues from the other modelling teams and Risk IT. 

About You 

We are looking for a new colleague who meets these requirements: 

• Several years of professional experience in software engineering, preferably in financial services or other quantitative domains. 

• Expert knowledge of Python with strong ability to solve quantitative problems in code. 

• Strong experience in testing and test design. 

• Knowledge of coding best practices and design patterns, good understanding of object-oriented design and data structures. 

• Experience with Git and related tools. 

• Proficient English communication with the ability to explain sophisticated matters in an understandable way. 

• Comfortable working in a complex environment and solving problems that don't have obvious answers. 

These are additional nice to haves: 

• Experience with Azure DevOps, CI/CD pipelines and cloud integration in general. 

Hiring Process

The process includes:

• A short, self-recorded video interview. 

• Several interviews with team members. 

• A live coding exercise focused on realistic problems. 

For Switzerland, the base salary range for this position is between 100 000 CHF and 150 000 CHF for a full-time role. 

The specific salary offered considers: 

• the requirements, scope, complexity and responsibilities of the role 

• the applicant's own profile including education/qualifications, expertise, specialisation, skills and experience 

In the situation where you do not meet all the requirements or you significantly exceed these, the offered salary may be below or above the advertised range. In addition to your base salary, you may be eligible for additional rewards and benefits including an attractive performance-based annual bonus. 

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

We provide feedback to all candidates via email. If you have not heard back from us, please check your spam folder.#LI-Hybrid