Risk Modeller (Hybrid; m/f/x/d; 80-100%) — Swiss Re
- Località
- Zürich
- Contratto
- full-time
- Pubblicato
- Ieri
Panoramica
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.
- 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.
- The main responsibilities of the position are Own and develop models
- Own and further develop selected Aggregate Risk models, ensuring that they remain conceptually sound and up to date. Provide modelling expertise
Responsabilità principali
- The main responsibilities of the position are Own and develop models
- Own and further develop selected Aggregate Risk models, ensuring that they remain conceptually sound and up to date. Provide modelling expertise
- Act as a subject-matter expert for the models in scope, providing modelling advice across Risk Management and the business. Explain model results
- Support the interpretation of model results by providing analysis and clear explanations of key drivers and movements. Manage model interactions
- Work with other model owners to understand and manage the interactions between Aggregate Risk models and the wider internal model. Maintain model governance
- Document model methodology and analyses, maintain model information and governance records, complete required model reviews and vetting, and support interactions with Model Validation, Audit and regulators. Develop solutions
- Collaborate with colleagues across business, Risk Management and IT to design practical modelling and implementation solutions. About the Team
- You will be part of Group Risk Modelling, in a sub-team of three FTEs based in Zurich responsible for the methodology of Aggregate Risk models.
- While many risk models focus on individual assets or liabilities, Aggregate Risk models operate across the balance sheet and cover areas such as risk transfers, intra-group default and deferred taxes. About You
- We are looking for a new colleague who meets these requirements:
Processo di candidatura
- 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.
- We may use AI-powered tools to support the review and evaluation of applications for this position.
- These tools provide additional insights to our recruitment teams, but all hiring decisions are carefully reviewed and made by people.
- To learn more about how we use AI in recruitment and how we handle your personal data, please review our Data Privacy Statement before applying. Keywords: Reference Code: 139240
Dettagli ulteriori
- The main responsibilities of the position are Own and develop models
- Own and further develop selected Aggregate Risk models, ensuring that they remain conceptually sound and up to date. Provide modelling expertise
- Act as a subject-matter expert for the models in scope, providing modelling advice across Risk Management and the business. Explain model results
- Support the interpretation of model results by providing analysis and clear explanations of key drivers and movements. Manage model interactions
- Work with other model owners to understand and manage the interactions between Aggregate Risk models and the wider internal model. Maintain model governance
- Document model methodology and analyses, maintain model information and governance records, complete required model reviews and vetting, and support interactions with Model Validation, Audit and regulators.
- Collaborate with colleagues across business, Risk Management and IT to design practical modelling and implementation solutions.
- While many risk models focus on individual assets or liabilities, Aggregate Risk models operate across the balance sheet and cover areas such as risk transfers, intra-group default and deferred taxes.
- Strong English communication skills , with the ability to explain complex topics clearly. Comfort with ambiguity and novel problems
- Ability to tackle complex and unfamiliar problems with curiosity, persistence and strong analytical thinking. These are additional nice to haves:
Note e contenuto originale
- About the Role
- The main responsibilities of the position are
- Own and develop models
- Own and further develop selected Aggregate Risk models, ensuring that they remain conceptually sound and up to date.
- Provide modelling expertise
- Act as a subject-matter expert for the models in scope, providing modelling advice across Risk Management and the business.
- Explain model results
- Support the interpretation of model results by providing analysis and clear explanations of key drivers and movements.
- Manage model interactions
- Work with other model owners to understand and manage the interactions between Aggregate Risk models and the wider internal model.
Domande frequenti su questo annuncio
Che stipendio offre Swiss Re per questa posizione?
Swiss Re indica CHF 73'500 - 111'500 lordi annui per questo ruolo a Zürich. Questo è lo stipendio pubblicato nell'annuncio originale (o, quando il datore non specifica una cifra, una stima realistica per ruolo e settore) — il calcolatore di questo sito lo converte nel netto reale una volta applicate imposta da frontaliere e contributi sociali.
È un ruolo a tempo pieno, e che tipo di contratto offre Swiss Re?
Questo annuncio è una posizione a tempo pieno. Il tipo di contratto mostrato qui arriva direttamente dall'annuncio originale del datore di lavoro; conferma sempre orario esatto, preavviso e durata del periodo di prova con Swiss Re durante il colloquio, perché questi dettagli possono variare anche all'interno della stessa categoria contrattuale.
Serve un permesso da frontaliere per un ruolo nel canton Zurigo?
I residenti UE/AELS nella zona di frontiera del paese confinante con il canton Zurigo possono richiedere il Permesso G; il datore di lavoro svizzero lo presenta all'ufficio della migrazione di quel canton dopo la firma del contratto. Regole sulla zona di frontiera e tempi di lavorazione variano per paese confinante e canton — verifica i dettagli con l'ufficio della migrazione del canton Zurigo o con HR durante il colloquio.
Come mi candido a questa posizione presso Swiss Re?
Usa il pulsante "Candidati ora" in questa pagina — rimanda direttamente all'annuncio originale di Swiss Re su swissre.com, quindi la tua candidatura arriva direttamente nel sistema di gestione candidature del datore di lavoro. Frontaliere Ticino non raccoglie né inoltra candidature in proprio.
