Financial Transactions Modeler
About the Role
:As a Financial Transactions Modeler, you'll be at the intersection of financial markets and insurance, helping managing sophisticated portfolios that are key to Swiss Re L&H growth strategy. You'll apply your quantitative expertise to model, analyze, and optimize our financial market transformation portfolios.
Key Responsibilities :
Develop and maintain stochastic cashflows models for bespoke insurance transactions exposed to Financial Market risks, with focus on Variable Annuities, GMxB, and Index-Linked portfolios
Standardize and automate transaction reporting processes for hedging, valuation and risk management purposes
Analyze biometric and policyholder behavior experience to support assumption updates
Support the onboarding of new transactions with technical precision and attention to details
Perform regular ad-hoc investigat...