About the position
In this role you would support the international Weather & Energy Markets department of Swiss Re and be part of the Business Intelligence & Analytics team. You would work closely with the other teams in Origination and Underwriting on tailor-made derivative contracts for institutional investors who want to hedge against weather and commodity price risks.
Responsibilities
• Develop and maintain IT infrastructure and processes for pricing, booking and valuating derivative contracts.
• Participate in various projects and initiatives regarding portfolio steering, product development, support on reporting, KPI tracking, risk reviews and governance matters.
• Collaborate with various internal stakeholders to understand requirements and develop solutions.
• Provide ad hoc services and take ownership in projects and deliverables.
Requirements
• Master's degree in a quantitative science (data, computer, engineering, mathematics incl. statistics, economics).
• 3 years object-oriented programming experience covering common languages Python, R, or C++.
• Professional database development experience in SQL (PostgreSQL), Oracle as well as SQL Servers.
• Working experience in both Windows and Linux/Unix environments, fluent in shell scripting including Windows PowerShell.
• Experience with Excel.
• Able to communicate in English and independently collaborate with internal customers.
• Strong desire to work in virtual, multi-national, multi-cultural, cross-company and cross-functional teams.
• Familiar with financial market products and some knowledge of the insurance/reinsurance industries.
• Knowledge in statistical analysis and experience in processing large data sets.
Nice-to-haves
• Working experience in various Cloud environments (e.g. AWS or Azure).
• Familiar with weather and energy commodity markets, power and gas trading and data analysis.
Benefits
• Hybrid work model with expectation to be in the office three days per week.
• Total compensation approach considering base pay, short-and long-term incentives, and benefits.
Apply Now
Apply Now