Risk Modeller (Hybrid; m/f/x/d; 80-100%) — Swiss Re
- Location
- Zürich
- Contract
- full-time
- Posted
- 2 days ago
Role overview
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
Main responsibilities
- 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:
Application process
- 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
Additional details
- 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:
Notes and original content
- 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.
Questions about this listing
What salary does Swiss Re offer for this role?
Swiss Re lists CHF 73'500 - 111'500 gross per year for this position in Zürich. This is the salary published in the original listing (or, when the employer omits a figure, a realistic estimate for the role and sector) — the calculator on this site converts it to your actual net take-home once cross-border tax and social contributions are applied.
Is this a full-time role, and what type of contract does Swiss Re offer?
This listing is a full-time position. The contract type shown here comes directly from the employer's original posting; always confirm exact hours, notice period and probation length with Swiss Re during the application process, since these details can vary by role even within the same contract category.
Do I need a cross-border work permit for a role in Zürich?
EU/EFTA residents living in the border zone of the country adjoining Canton Zürich can apply for a G permit; the Swiss employer files it with that canton's migration office after the contract is signed. Border-zone rules and processing times vary by neighbouring country and canton, so confirm the specifics with Zürich's cantonal migration office or with HR during the application.
How do I apply for this position at Swiss Re?
Use the "Apply now" button on this page — it links directly to Swiss Re's original listing at swissre.com, so your application goes straight to the employer's own applicant-tracking system. Frontaliere Ticino does not collect or forward applications itself.
