Liquidity Risk Modelling and Reporting Professional

vor 2 Wochen


Zurich, Schweiz Swiss RE Vollzeit

**About the Role**

We are looking for a Liquidity Risk Modelling and Reporting Professional to define, build and oversee the maintenance and further improvement of our liquidity risk modelling and reporting process

The role is instrumental to our team, and you will contribute to the liquidity modelling and stress testing topics and ensure that the implementation is consistent with the liquidity risk management framework. You will work closely with our Risk Management colleagues to review the corresponding methodologies. You will gain a deep understanding of our liquidity reporting and management activities and can have the opportunity to strengthen your knowledge to other Treasury management activities, e.g., related to foreign exchange and capital management and have frequent interaction with other Treasury teams (e.g. Capital Management and Corporate Finance).

Your tasks and activities will also include:

- Ensure that liquidity risk is modelled and reported in line with the liquidity risk measurement framework and further develop the corresponding methods.
- Prepare cash flow and liquidity scenario analysis, e.g., for liquidity planning, the liquidity framework reviews, the FINMA stress test report, the ORSA scenarios and the interest rate and credit spread analysis to the Board of Directors)
- Manage comprehensive parts of the monthly modelling and reporting process, including the regular updates of the Risk Management inputs linked to Internal Capital Adequacy Model (e.g. stress loss claims, downgrade requirements, financial market stress parameters).
- Strive to improve the reporting infrastructure using MBSI Cube and Dashboards.
- Foster a high data quality and an automated reporting infrastructure in close cooperation with Treasury IT
- Collaborate closely with the extended Treasury Liquidity Modelling and Reporting team in Bangalore, which manages some of the core activities, review results and perform controls.

**About the Team**

Our team is a part of the Treasury Business Services (TBS) unit within Group Treasury and is responsible for the liquidity modelling and reporting processes for Swiss Re Group. The team provides timely and relevant liquidity risk management information to Treasury Management teams, Business Units, Legal Entities and Risk Management Units and collaborates closely with other Treasury Business Services teams, covering Cash Management, Transaction Services, FX and Capital Reporting activities.

**About You**
- University or master's degree in a quantitative discipline, e.g. Mathematics, Physics, Actuarial Sciences or Economics
- Minimum 3 years of experience in risk modelling and reporting within the Financial Services Industry
- Hands-on experience in software development (Java preferred), including design of data models and test cases. Experience in Python or R is an advantage
- Understanding of the structure, value drivers and risks inherent in financial market instruments and reinsurance products as well as a financial institution's balance sheet
- Strong analytical skills as well as understanding of financial instruments
- Experience with reporting and data analytics or reporting tools
- Ambition to maintain a comprehensive and global risk modelling and reporting tool and to strive for constant improvements
- Project management skills and ability to deliver on initiatives and to coordinate activities in working groups
- Teammate who is creative, open-minded, reliable and proficient
- Good communication skills and proficient in English

**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.

**Keywords**:
**Reference Code**:124807



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