Senior Valuation Risk Analyst
Swiss Re
full-time
Posted on:
Location Type: Office
Location: Bangalore • India
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Job Level
About the role
- Work with a multi-location team on valuation risk assessment covering various asset classes including fixed income, equity, insurance-linked derivatives
- Perform Independent Price Verification on various asset classes
- Identify and analyse how changes in the market, inputs or methodologies can lead to uncertainties in valuations
- Work with large data sets using MS Excel
- Produce valuation risk analysis reports on monthly basis to communicate the results to senior management
Requirements
- 4+ years of experience in valuations/product control/quant finance/market risk
- Experience with independent price verification (IPV) or valuation control functions
- Practical understanding of valuation models like discounted cashflow, no-arbitrage prices, Black-Scholes
- Strong academic background, preferably an undergraduate or master's degree in a quantitative discipline
- CQF/CFA/FRM will be a plus
- Exposure to financial technologies like Bloomberg, Refinitive
- Strong communication skills
- Good organisational skills, ability to meet tight deadlines
- Possess proactive attitude and willingness to apply general technical knowledge to new situations
- Exposure to any programming environment is a plus
Benefits
- Competitive salary
- Flexible working hours
- Professional development opportunities
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
valuation risk assessmentIndependent Price Verificationvaluation modelsdiscounted cashflowno-arbitrage pricesBlack-Scholesdata analysisquantitative analysis
Soft Skills
communication skillsorganisational skillsproactive attitudeability to meet deadlines
Certifications
CQFCFAFRM