Portfolio Analyst (Hybrid Work Model)

Swiss Re is looking for analyst to join our specialized Asset Management Finance team! The analyst covers aspects of position monitoring and analytics and works in partnership with Front Office, Finance and Risk teams in data gathering and analysis of portfolio quality. Come join a global team focused on adding value to Swiss Re's core re/insurance business through our investment portfolio!

This role is office-based in a hybrid weekly office/home work model, this is not a fully remote position.

Primary Responsibilities Of The Analyst Role Include

• Recommend Staging for fixed income securities (under IFRS), based on credit risk, and quantitative research and analysis
• Review Quarterly asset performance and provide deep analytics & insights and valuation related support
• Review portfolio risk monitoring and credit loss forecasts for senior management
• Participate and aide in ongoing development of quantitative and qualitative credit and financial analytics across fixed income portfolio
• Build and monitor various performance indicators/Early warning indicators to aide in the credit quality monitoring process

About The Team

With responsibility for cost controlling, performance reporting, financial planning & analysis, product control and pricing & valuation, the team supports the Swiss Re Group Chief Investment Officer (CIO) as well as the various Business Units and relevant Group functions. Our function interfaces with a wide variety of stakeholders across the organization in support of these efforts. With members located in Zurich, New York, London and Bratislava we are a global team proudly providing support and a superior control environment for a broad-based portfolio.

About You

Do you have effective, polished communication skills and bring a solid knowledge base of global financial markets and awareness of economic conditions/implications? Do you possess a broad understanding of risk management concepts? If you can and have prior experience in producing executive level credit provision analysis and reports on managed fixed income portfolios, then this role may be for you!

Additional Requirements

• 3+ years of experience, with knowledge in at least one of these areas: ALLL/CECL/ECL, Stress Testing, allowances methodology, and/or credit quality monitoring at a financial institution
• Understanding of Credit provisioning under IFRS for fixed income, and knowledge of valuation methodologies and statistical techniques securities a plus
• Prior experience with fixed income products across Loans, Corporates and Securitized; High Yield and Distressed debt experience also a plus
• Power BI, or other visualization techniques and tools strong plus
• Knowledge of following concepts; Probability of Default, Loss Given Default, Effective Interest Rate, Exposure at Default and Scenario Design.
• Proven ability to perform single name credit and sector based quantitative research

For New York City the estimated base salary range for this position is $76,000 to $126,000. The specific salary offered for this or any given role will take into account a number of factors including but not limited to job location, scope of role, qualifications, complexity/specialization/scarcity of talent, experience, education, and employer budget. At Swiss Re, we take a "total compensation approach" when making compensation decisions. This means that we consider all components of compensation in their totality (such as base pay, short-and long-term incentives, and benefits offered), in setting individual compensation.

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. 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.

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