Risk Modeller (Hybrid; m/f/x/d; 80-100%) — Swiss Re
- Lieu
- Zürich
- Contrat
- full-time
- Publié
- Hier
Vue d’ensemble du poste
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
Responsabilités principales
- 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:
Processus de candidature
- 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
Détails supplémentaires
- 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 et contenu original
- 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 sur cette offre
Quel salaire propose Swiss Re pour ce poste ?
Swiss Re indique CHF 73 500 - 111 500 bruts par an pour ce poste à Zürich. Il s'agit du salaire publié dans l'annonce d'origine (ou, si l'employeur ne précise pas de montant, d'une estimation réaliste pour le rôle et le secteur) — le calculateur de ce site le convertit en net réel une fois l'impôt frontalier et les cotisations sociales appliqués.
Est-ce un poste à temps plein, et quel type de contrat propose Swiss Re ?
Cette offre est un poste en temps plein. Le type de contrat affiché ici provient directement de l'annonce originale de l'employeur ; confirmez toujours les horaires exacts, le préavis et la durée d'essai avec Swiss Re pendant le processus de candidature, ces détails pouvant varier même au sein de la même catégorie de contrat.
Ai-je besoin d'un permis de frontalier pour un poste dans le canton de Zurich ?
Les résidents UE/AELE domiciliés dans la zone frontalière du pays voisin du canton de Zurich peuvent demander un permis G ; l'employeur suisse le dépose auprès de l'office cantonal des migrations après signature du contrat. Les règles de zone frontalière et les délais varient selon le pays voisin et le canton — confirmez les détails auprès de l'office des migrations du canton de Zurich ou avec les RH pendant la candidature.
Comment postuler à ce poste chez Swiss Re ?
Utilisez le bouton « Postuler maintenant » sur cette page — il renvoie directement à l'annonce originale de Swiss Re sur swissre.com, votre candidature arrive donc directement dans le système de suivi des candidatures de l'employeur. Frontaliere Ticino ne collecte ni ne transmet lui-même les candidatures.
