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Location: 

Zurich, Zurich, CH

Senior Risk Modeller (80-100%)

 


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?

 

About the Role

 

Are you an experienced Risk Modeller willing to take on a new challenge in an international environment? Are you looking to move modelling of financial market and insurance risks forward? Are you open to develop new approaches and ideas?
 
If yes, the role as Risk Modeller might be of interest for you!


Main tasks will include:

 

  • Risk model development and maintenance including new approaches
  • Address findings/issues from internal risk model validation and regulators. Ensure proper documentation
  • Providing guidance on quantitative issues arising in risk management such as in backtesting, stress testing and scenarios
  • Analyzing dependencies between financial market and insurance risks
  • Presenting and defending modelling approaches
  • Use, analyse and improve data from various sources, such as finance systems, costing platforms, underwriting data bases, etc
  • Minimum of 5 years experience in a relevant field


You will work closely with modelling specialists within the Risk Management Division and experts in the business units.


About the Team

 

We are a Zurich based team of 14 Risk Modellers within Group Risk Management tasked to develop and maintain Swiss Re's internal capital model, which is used for regulatory reporting (SST and Solvency II)  as well as internal capital allocation. We work with numerous internal and external stakeholders in Risk Management, Actuarial, Finance, Investments and Underwriting as well as regulators. We have implemented a state of the art modelling platform over the last years that you will work with.


About you

 

  • Quantitative experience in insurance and financial markets
  • Proficiency in programming and advanced knowledge of Matlab
  • Experience with valuation and risk models
  • Knowledge of regulatory frameworks (SST, Solvency II, ICS)
  • Strong analytical skills
  • Project skills, Process-oriented approach, working within a team
  • Ability to present complicated subjects in a simpler manner to different audiences, ability to share knowledge within a team
  • Excellent command of the English language and German as a plus

 

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.

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


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Reference Code: 100377 

 


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