• Quantitative Risk Analyst Jobs in Bangalore,India


Job Description:

Location Bangalore, KA, IN

Quantitative Risk Analyst

About Swiss Re

The Swiss Re Group is one of the worlds leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient It anticipates and manages risk from natural catastrophes to climate change, from ageing populations to cybercrime The aim of the Swiss Re Group is to enable society to thrive and progress, creating new opportunities and solutions for its clients Headquartered in Zurich, Switzerland, where it was founded in 1863, the Swiss Re Group operates through a network of around 80 offices globally It is organised into three Business Units, each with a distinct strategy and set of objectives contributing to the Groups overall mission

About the role

Work with a multi-location team (London & Zurich) on model validation of valuation and risk measurement models covering various asset classes including fixed income, equity, derivatives, insurance-linked derivatives, etc
Model review of risk aggregation methodologies such as VaR, Stress and credit risk measurement
Model review of financial risk representation in insurance products
Model validation tasks require critical analysis of product and modelling technique, model testing (sometimes including independent implementation of the model), alternative model analysis and quantifying model risks
Prepare documentation of results and conclusions summarising validation of the model in question according to approved standards It also includes follow up on identified issues, ensuring resolution or containment

About the team

The Quantitative Financial Risk Management (QFRM) team, based in London, Zurich and Bangalore, is responsible for ensuring that each material model or tool used to determine valuation or risk characteristics of financial instruments is based on sound mathematical and economic concepts, has been implemented correctly, and produces accurate results

The team also works to develop and maintain the risk methodologies used by FRM to examine risk, and works closely with IT to provide robust, fit for purpose IT platforms to enable FRMs work

About You

Strong academic background, preferably a Masters Degree or equivalent in a quantitative discipline or a graduate in engineering from premier institutes like IITs
4 years of experience in a quantitative role within a financial institution is required
Strong understanding of derivatives pricing theory and numerical methods is a huge plus
Very good written communication skills An example of a technical report produced by the candidate would be requested as a part of the screening process
Actuarial qualifications/professional experience in the field of (re)insurance is welcome
Possess proactive attitude, and is able/willing to learn new areas and apply general technical knowledge to new specific situations
Very good technical skills, ability and willingness to examine new systems and methodologies with good and detailed documentation
Good organisational skills, ability to handle multiple priorities and meet deadlines
Very good MS Excel skills
Other programming environment experience is a plus

Reference Code 85843

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : CRM/CallCentres/BPO/ITES/Med.Trans
Functional Area : Banks/Insurance/Financial Services
Role : Risk/Credit/Economic Analyst
Salary : As per Industry Standards
Deadline : 18th Mar 2020

Key Skills:

Company Profile:


Salary trends based on over 1 crore profiles

View Salaries

All rights reserved © 2018 Wisdom IT Services India Pvt. Ltd DMCA.com Protection Status