Risk Modeller
About this role
Risk Modeller (Hybrid; m/f/x/d; 80-100%)
Swiss Re's internal model provides a Group-wide view of all relevant asset and liability risks, risk transfers and aggregate risks across the full balance sheets of all Swiss Re entities. It is central to how Swiss Re assesses capital adequacy and manages risk and capital across the Group.
As a Risk Modeller, you will take ownership of selected risk models, with responsibility for their methodology and governance and close involvement in their implementation. You will work on models that span the balance sheet and interact with many different parts of the internal model. The role combines quantitative modelling with a broad understanding of risk and the balance sheet, working closely with other model owners, Risk Management, business and IT teams.
The main responsibilities of the position are
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