Market Risk Analyst, m/f/x/d
Swiss Re
full-time
Posted on:
Location Type: Hybrid
Location: Zurich • Switzerland
Visit company websiteExplore more
Salary
💰 CHF 100,000 - CHF 150,000 per year
About the role
- Conduct market risk analysis in the area of asset liability management, foreign exchange, collateral trading or tactical interest rate positioning to improve risk capture or presentation to committees of the company.
- Contribute towards improvement of risk reports, both conceptually and by leading design and implementation to provide better risk insights.
- Collaborate closely with the other global Market Risk Management teams for efficient delivery of high-quality analytical work.
- Liaise with Asset Management, Treasury and other business functions to articulate actionable feedback on events, exposures and issues that impact Swiss Re's risk profile.
Requirements
- Good academic track record in Engineering, Finance or Mathematics.
- Solid technical skills with proven programming experience (advanced data wrangling and integration, estimation and simulation techniques) to at least one scripting language (preferably R).
- 2-3 years of experience in the financial services sector with a good understanding of financial products valuation, including yield curve construction and derivative valuation models.
- Ability to work effectively in a global team setting.
Benefits
- Attractive performance-based annual bonus
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
data wranglingdata integrationestimation techniquessimulation techniquesRfinancial products valuationyield curve constructionderivative valuation models
Soft Skills
collaborationcommunicationteamworkanalytical thinking