Python Engineer Risk Modelling

About the role :

Our team is responsible for the implementation of Swiss Re's internal capital model. The model quantifies all material risks on Swiss Re's balance sheet, by running large-scale numerical calculations on a calculation cluster. To handle this complexity, we rely on curious coworkers with an eagerness to learn, who can contribute to the positive atmosphere in our team and develop our risk model by developing themselves. We’re currently rebuilding the model from scratch in Python. This is therefore a great chance to join us at an exciting time — you’ll help shape how the new system is designed and built!

The main responsibilities of the position are :

• Design, implement and ship features for the internal capital model, covering both the core framework and individual risk models.
• Maintain and improve the interfaces between the model and other IT systems and applications.
• Support users by troubleshooting issues, providing training, and helping them understand how to work with the model.
• Create clear documentation.

About the team :

You will be part of Group Risk Modelling, in the System Development & Aggregate Risks sub-team. Our team includes members based in Bangalore, Zurich, and other locations, and we bring together a mix of professional backgrounds. We also closely cooperate with our colleagues from Risk IT as well as business teams

About you :

Hiring process :

The hiring process will include a short, self-recorded video interview, several rounds of interviews and a live coding exercise.

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.

Keywords : Reference Code :