Portfolio Management Analyst

Position Objectives and Position Summary

To support the portfolio growth of the Financial Solutions Ambition announced as part of the L&H Ambition Reset

The role will focus on the onboarding and management of Financial Market Transformation (FMT), Remote Risk Transactions (RRT) & VA / GMDB in-force portfolios

You will strengthen the Financial Market Portfolios team within FMI, L&H Reinsurance

Strong technical will be essential. Technical skills should include experience of transaction scripting tools . R, Python, C++, C, Moses, Prophet, AXIS

Knowledge of life products and financial markets products preferred but not essential

Results & Delivery orientated

Responsibilities

• Management of Financial Market Transformation (FMT), Remote Risk Transactions (RRT) & VA / GMDB in-force portfolios
• Analyse biometric experience and propose assumption updates for variable annuity products
• Develop and maintain new transaction models (use of scripting languages for payoff representations, capital calculations etc)
• Support on-boarding of new transactions
• Support standardizing and productionizing of transactions reporting for valuation, accounting, statutory, risk management and hedging purposes
• Perform regular ad-hoc investigations into existing processes and data (such as policy data, Profit & Loss attribution, reserving and capital calculations
• Collaborate and consult with other groups in L&H and across the wider Swiss Re Group (LHSS, Client Markets, Business Management, Finance, Risk, with a view to continually improve our ability to manage the financial and biometric exposures of the portfolio.

Major Relationships

Requirements

About Swiss Re

Swiss Re is one of the world’s leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient. We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to cybercrime. We cover both Property & Casualty and Life & Health. Combining experience with creative thinking and cutting-edge expertise, we create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 14,000 employees across the world.

Our success depends on our ability to build an inclusive culture encouraging fresh perspectives and innovative thinking. We embrace a workplace where everyone has equal opportunities to thrive and develop professionally regardless of their age, gender, race, ethnicity, gender identity and / or expression, sexual orientation, physical or mental ability, skillset, thought or other characteristics. In our inclusive and flexible environment everyone can bring their authentic selves to work and their passion for sustainability.

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.

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Reference Code :   133869