In-Force Portfolio Analyst - Fort Wayne, United States - Swiss Re

Description

Position objectives and position summary

• To support the portfolio growth of the Financial Solutions Ambition announced as part of the L&H Ambition Reset
• Strong technical will be important. Technical skills should include experience of transaction scripting tools e.g. R, Python, C++, C, AXIS, Moses, Prophet
• Knowledge of life products and financial markets products preferred but not essential
• The role will focus on the onboarding and management of Financial Market Transformation (FMT), Remote Risk Transactions (RRT) & VA/GMDB in-force portfolios
• You will strengthen the Financial Market Portfolios team within FMI, L&H Reinsurance

Main tasks/activities
Responsibilities

• Management of Financial Market Transformation (FMT), Remote Risk Transactions (RRT) & VA/GMDB in-force portfolios
• Build and maintain new transaction models (use of scripting languages for payoff representations, capital calculations etc)
• Support on-boarding of new transactions
• Support standardizing and productionizing of transactions reporting for valuation, accounting, statutory, risk management and hedging purposes
• Analyze biometric experience and propose assumption updates. Potential to present material for Quarterly BRC/RRC approvals on transaction level experience
• Perform regular ad-hoc investigations into existing processes and data (such as policy data, Profit & Loss attribution, reserving and capital calculations etc.)
• Collaborate and coordinate with other groups in L&H and across the wider Swiss Re Group (L&H Structured Solutions, Client Markets, Business Management, Finance, Risk, etc.) with a view to continually improve our ability to handle the financial and biometric exposures of the portfolio

Major Relationships

• L&H FMI Pricing & Structuring
• L&H Structured Solutions
• Risk Management - Financial Risk Management, Valuations
• Finance
• Treasury
• Asset Management

Requirements

• Mathematical/ Computer Science / Financial modelling / Actuarial Sciences / Finance academic background
• Understanding or curiosity about life insurance business concepts. 2+ years of experience
• Experience with scripting and analytical languages e.g. R, Python, C++, C, AXIS, Moses, Prophet
• Quantitative technical abilities. Practical experience using a range of tools to perform data analytics
• Curious mind interested in investigating the underlying drivers and patterns
• Working level financial markets knowledge, collaboration with Treasury etc
• Performance minded - strive to grow new business, KPI focused

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: 126787