Financial Transactions Modeler

Náplň práce, právomoci a zodpovednosti:
Are you passionate about financial modeling and data analytics in the reinsurance space? Join our dynamic team where your analytical skills will directly contribute to our ambitious growth strategy! We're seeking a detail-oriented Financial Transactions Modeler who can translate complex financial data into actionable insights that drive our Financial Solutions portfolio forward.

About the Team

You'll be joining the Financial Market Portfolios team within Life & Health Transactions. Our team plays a crucial role in supporting the portfolio growth of Financial Solutions as part of Swiss Re L&H growth strategy. We work closely with multiple stakeholders including L&H Structured Solutions, L&H Pricing & Structuring, Quantitative Analytics, Risk Management, Finance, Treasury, and Asset Management to deliver innovative financial solutions that drive business growth and manage risk effectively.

About the Role

As a Financial Transactions Modeler, you'll be at the intersection of financial markets and insurance, helping managing sophisticated portfolios that are key to Swiss Re L&H growth strategy. You'll apply your quantitative expertise to model, analyze, and optimize our financial market transformation portfolios.

Key Responsibilities:

• Develop and maintain stochastic cashflows models for bespoke insurance transactions exposed to Financial Market risks, with focus on Variable Annuities, GMxB, and Index-Linked portfolios
• Standardize and automate transaction reporting processes for hedging, valuation and risk management purposes
• Analyze biometric and policyholder behavior experience to support assumption updates
• Support the onboarding of new transactions with technical precision and attention to details
• Perform regular ad-hoc investigations into existing processes and data (policy data, P&L attribution, reserving, etc.)
• Collaborate with cross-functional teams across Swiss Re to improve management of financial and biometric exposures

Zamestnanecké výhody, benefity:
• Attractive performance-based bonus
• Own The Way You Work in hybrid setup, allowing you to work also from home
• Modern office spaces in attractive location
• 5 additional days of holiday
• Lunch allowance fully paid by Swiss Re
• Referral bonus
• Pension & risk insurance contribution
• Life insurance contribution
• Sick days and sick leave support
• Public transport benefit
• Multisport card

Požiadavky na zamestnanca:
About You

You're a curious, analytical thinker with strong technical abilities and a drive to understand underlying patterns in complex data. You thrive in collaborative environments where you can apply your quantitative skills to solve real business challenges. You're results-oriented and excited about contributing to business growth through data-driven insights.

We are looking for candidates who meet these requirements:

• Academic background in STEM with hands-on quantitative programming experience, preferably in Quantitative Finance, Statistics, Physics, or Computer Science
• 4+ years of programming and debugging experience in quantitative modelling or analytics (preferably in C, C++, Java, Python)
• Experience with stochastic modelling, preferably of financial market risks and insurance cashflows

The following experience would be particularly valuable:

• Relevant life insurance / reinsurance experience
• Variable Annuities, GMxB or Index-Linked products
• Working knowledge of financial markets and financial mathematics

Additional experience that would be an advantage:

• Data engineering
• Biometric experience studies, preferably using R or Python
• Insurance structuring and pricing
• Liability modelling with actuarial platforms such as Prophet/FIS IRS, AXIS, or MoSes/RAFM
• Actuarial qualification or progress towards it
• L&H insurance portfolio management
• IFRS 17, IFRS 9 and regulatory frameworks
• Collaboration with Valuation, Treasury, Risk Management, Asset Management