Quantitative Analyst (80-100%)

About Swiss Re

About the Role

Your main responsibilities would be:

• Support/develop analytics and client tools for IFRS9/17.

• Development, design and delivery of analytics within our C++ analytics library.

• Provide analytical and pricing support, across a diverse range of products, to a range of internal clients.

• Close collaboration with Finance (Group and local IFRS implementation), IT and Risk Management.

  
  

About the Team

We are looking for a new team member within Client Solutions and Analytics, working on both model development and the roll out of client applications to our clients. Initial focus on IFRS9/17.

About You

• 3+ years of relevant experience in Quantitative analysis, preferably across all asset classes.

• Strong mathematics is prerequisite – stochastic calculus, numerical analysis, etc.

• Deep understanding of financial products and quantitative models.

• Ability in communicating effectively with various internal clients.

• Collaborative development of an analytics library.

• Solid understanding of C++, Python and OpenCL.

• MSc or PhD in mathematics or physics.

• Knowledge of IFRS would be advantageous.

  
  

Leadership and Management Behavioural Competencies

• Analytical thinking: demonstrates the ability to think deeply and quantitatively about business/financial markets issues, breaking down problems and presenting solutions whilst evaluating the pros and cons of each option.

• Creative thinking: thinks in new ways about problems and incidents; champions creativity to improve business performance.

• Getting results: defines ambitious goals and prioritizes with clear responsibilities to ensure results; leads activities and resources effectively.

• Act decisively: to make decisions that are informed and timely.

• Internal awareness: recognises and capitalizes on the trends and events within the organisation that affect business performance.

• Relationship building: forms networks of positive business relationships that improve personal and business success.

• Openness of communication: encourages open discussion of different ideas and views; encourages and solicits feedback.

• Change management: adapt to changing circumstances without sacrificing focus

  
  

We look forward to your application!

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.

We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. Please contact us to request accommodation.

We provide feedback to all candidates via email. If you have not heard back from us, please check your spam folder.