About the Role
As a Quantitative Risk Manager, you will play a key role in shaping Swiss Re's market and credit risk methodologies, supporting risk measurement across reinsurance and capital markets activities.
You will:
Develop and maintain market and credit risk methodologies for Swiss Re's reinsurance and capital market portfolios.Translate methodology requirements into clear technical specifications and support implementation into risk systems.Prototype and analyse financial datasets and risk feeds used within the Internal Capital Model.Partner with Finance, Risk, and Technology teams to ensure accurate risk representation and data integrity.Support the onboarding of new reinsurance and capital market transactions by designing appropriate risk capture methodologies.Enhance risk systems to reflect evolving portfolio characteristics, market dynamics, and regulatory requirements....