Swiss Re
Quantitative Analyst & Developer, Weather & Energy Derivatives (80-100%)
This job is now closed
Job Description
- Req#: 127291
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Develop, implement and own operational solutions across ECM's IT landscape (e.g. costing platform, trade capture, risk modelling and valuation, portfolio management and reporting)
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Collaborate with software engineering and client solutions analytics teams across Corporate Solutions and Asset Management for delivering solutions along the end-to-end trade lifecycle
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Work closely with the business to understand requirements and perform hands-on business application and infrastructure developments in the relevant coding languages
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Communicate with the ECM stakeholder community providing ad hoc services (market data integration, costing incl. valuation) as well as end-user applications developments
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Take ownership in key projects improving the overall trade lifecycle management process
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Master's degree in quantitative science (data, computer, engineering, mathematics incl. statistics)
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Analytical problem-solving skills and interest in learning new techniques including personal improvement
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3 years object-oriented programming experience covering common languages Python, R, or C++
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Professional database development experience in SQL, Oracle as well as SQL Servers
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Working experience in both Windows and Linux/Unix environments, fluent in shell scripting including Windows PowerShell
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Experience with Excel/VBA
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Able to communicate in English and independently collaborate with internal customers
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Strong desire to work in virtual, multi-national, multi-cultural, cross-company and cross-functional teams
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Familiar with financial market products and solid knowledge of the insurance/reinsurance industries
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Knowledge in statistical analysis and experience in processing large scale data sets
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Working experience in various Cloud environments (e.g. AWS or Azure)
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Familiar with weather and energy commodity markets, power and gas trading and data analysis
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Familiarity with GitHub #LI-Hybrid
About the role
In this role you would support the international Environmental & Commodity Markets Team of Swiss Re and be on site in one of the European offices of Swiss Re. You would work closely with Origination, Underwriting and Business Management on tailor-made derivative contracts for institutional investors who want to hedge against weather and commodity price risks. You would support our teams in onboarding and valuating derivative contracts and also with the execution and improvement of internal processes.
Your responsibilities include:
About you
Additional skills which are a plus:
About Swiss Re Corporate Solutions
Swiss Re is one of the world’s leading providers of reinsurance, insurance and other forms of insurance-based risk transfer. We anticipate and manage risks, from natural catastrophes and climate change to cybercrime.
Swiss Re Corporate Solutions is the commercial insurance arm of the Swiss Re Group. We offer innovative insurance solutions to large and midsized multinational corporations from our approximately 50 locations worldwide. We help clients mitigate their risk exposure, whilst our industry-leading claims service provides them with additional peace of mind.
Our success depends on our ability to build an inclusive culture encouraging fresh perspectives and innovative thinking. Swiss Re Corporate Solutions embraces 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.
Swiss Re is an equal opportunity employer. It is our practice to recruit, hire and promote without regard to race, religion, color, national origin, sex, disability, age, pregnancy, sexual orientations, marital status, military status, or any other characteristic protected by law. Decisions on employment are solely based on an individual's qualifications for the position being filled.
During the recruitment process, reasonable accommodations for disabilities are available upon request. If contacted for an interview, please inform the Recruiter/HR Professional of the accommodation needed.
Keywords:
Reference Code: 127291-
About the company
Swiss Reinsurance Company Ltd, commonly known as Swiss Re, is a reinsurance company based in Zurich, Switzerland.