Financial Risk Analyst

About the role:

Your main responsibilities/tasks include:

• Monitor and controltheMarket andCredit risk portfolioexposure for Swiss Re group,regularly performing change & impact analysis andpresentingkey active business drivers and passive changes to themanagement.

• Developing tools to improve data consistency and capture the data irregularitiesencounteredin theriskaggregation and reporting process.

• Analyzelarge-scale dataandhavingthe ability toperform analytics, interpret results, and present simplified insights to management.

• Identifyand initiate projects and processes that aid in improving the measurement and attribution of Risk Metrics like Stress,VaR,SPLC, Shortfalletcthat lieswithin the team'sscope.

• Manage the deliverables of day-to-day reporting coverage and ensureappropriate analysis,timeliness,and consistency across various reportingdimensions.

• Service ad-hoc analytical requests from stakeholders inan efficient manner.

• Contribute towards improvement of risk reports and reporting processes through fast developed IT solutions.

• Communicate with Credit Underwriting, Asset Management, Treasury and other businesses, primarily in the weekly Financial Market and Creditrisk councils.Clearly articulate actionable feedback on events, exposures and issues thatimpactSwiss Re'srisk profile

About the team:

The Financial RiskAggregation and Analytics(FRAA) team withinSolvency andFinancial Risk Management (SFRM)is in charge ofcollecting and aggregating Swiss Re's firm-wide financial market and credit risks. The team produces variousanalytics andperiodicreports to the internal and external stakeholders withstrongfocus on analysis,timelinessand quality. FRAAworks closely with Market Risk Managers, Credit Risk Managers, Credit Underwriters, Asset Managers and Treasury and aligns the reporting needs in afast changingenvironment.FRAAfocuses on strong IT capabilities for efficient implementation of reporting processes.

About you:

• Good academictrack recordinEngineering,Data Science,Finance or Mathematics (Bachelors/Masters) or a professional designation such as CFA, CQFor FRM.

• 6-7years of experience in the financial servicesor insurancesectorwith agoodunderstanding of financial products(fixed income,equitiesand derivatives) andcounterparty credit risk.Deep understanding of Interest Rate products will be an advantage

• Solid IT & analytical skills with exposure to at least one scripting language (e.g.Python, R), data modeling, SQL.

• Experience inleveragingthe LLMs throughvaried platforms like AZURE, Co-pilot Studio andStarGate( Palantir Foundry)would be a plus.

• Good communicationskills,have an eye for detail,positiveattitudeand an ability to articulate technical topics in simple terms
• Good organizational skills, ability to handle multiple priorities and meet deadlines
• A flair to understand the trends and developments in the globalfinancial markets