Financial Risk Analyst

About The Role

• Manage the deliverables of Group Credit Risk Reporting with quantitative analysis and business factors across various reporting dimensions
• Report on credit risk metrics such as Expected Credit Exposure (ECE), Credit Stress Calculations, and Probability of Default (PD) across Investment Products, Credit Underwriting Insurance Products, and Counterparty Credit Risks.
• Analyze and communicate changes in Group Credit Shortfall by interpreting scenarios and outputs from the ICAM (Group Risk) model, highlighting the impacts of business proposition shifts, foreign
• Contribute towards improvement of risk reports and reporting processes through fast developed IT solutions. Support dedicated initiatives and projects to improve risk infrastructure and risk reporting landscape
• Collaborate closely with the Financial Risk Reporting team in Bangalore and Zurich to ensure delivery of high-quality analytical work
• 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 Res risk profile
  
  

About The Team

The Financial Risk Aggregation & Analytics(FRA&R) team within Financial Risk Management (FRM) Governance & Reporting oversees collecting and aggregating Swiss Res firm-wide financial market and credit risks. The team produces various reports to the internal and external stakeholders with strong focus on analysis, timeliness, and quality. FRA&R 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. FRA&R focuses on strong IT capabilities for efficient implementation of reporting processes.

About You

• Strong academic background in Engineering, Finance, Mathematics, or relevant professional certifications such as FRM, CQF, or a Masters in Quantitative Finance.
• Solid understanding of financial products and credit risk methodologies, including risk assessment metrics such as sensitivities (e.g., DV01, Credit Default), Stress Testing, and Shortfall calculations.
• Minimum of 3 year of experience in financial products, with sound knowledge of fixed income, equities, and derivatives.
• Have hands-on experience in valuation/modelling of financial derivatives.
• Solid programming skills with exposure to at least one scripting language (e.g. Python, R), data modeling, SQL
• A flair to understand the trends and developments in the global financial markets
• Good communication skills, positive attitude, and an ability to articulate technical topics in simple terms
• Good organizational skills, ability to handle multiple priorities and meet deadlines
  
  

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. We cover both Property & Casualty and Life & Health. Combining experience with creative thinking and cutting-edge expertise, we create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 14,000 employees across the world.

Our success depends on our ability to build an inclusive culture encouraging fresh perspectives and innovative thinking. We embrace a workplace where everyone has equal opportunities to thrive and develop professionally regardless of their age, gender, race, ethnicity, gender identity and/or expression, sexual orientation, physical or mental ability, skillset, thought or other characteristics. In our inclusive and flexible environment everyone can bring their authentic selves to work and their passion for sustainability.

If you are an experienced professional returning to the workforce after a career break, we encourage you to apply for open positions that match your skills and experience.

Keywords

Reference Code: 134847

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