Quantitative Risk Analyst (Bengaluru)

Quantitative Risk Analyst (Bengaluru)

30 Jul
|
Swiss Re
|
Bengaluru

30 Jul

Swiss Re

Bengaluru

About the role:
Quantitative Risk Analyst plays a pivotal role in safeguarding the integrity of the models that drive critical financial decisions. You'll be part of a cooperative, multi-location team spanning Bangalore, London, and Zurich, reviewing derivatives pricing to insurance-linked risk models. This is a role where your analytical rigor, curiosity, and technical depth will directly influence how Swiss Re understands and manages financial risk at a global scale.
Key Responsibilities:
Validate valuation and risk measurement models across a wide range of asset classes including fixed income, equity, derivatives, and insurance-linked derivatives, working closely with colleagues in London and Zurich Review and critically assess risk aggregation methodologies such as Value at Risk (VaR), Stress Testing, and Credit Risk Measurement to ensure mathematical soundness and practical accuracy Evaluate financial risk representations embedded in insurance products,



bridging the gap between actuarial and quantitative finance disciplines Conduct independent model testing and alternative model analysis, including building independent model implementations where necessary, to quantify and communicate model risk Prepare clear, thorough validation documentation summarising findings, conclusions, and recommendations in line with approved standards — ensuring technical rigour meets business clarity Track and follow up on identified model issues, ensuring timely resolution or appropriate risk containment measures are in place Collaborate across teams and geographies, engaging with model developers, risk managers, and IT stakeholders to deliver robust, fit-for-purpose solutions About the team:
The Financial Model & Valuation Risk Management (FM&VRM;) team is part of Swiss Re's Group Risk Management division, with presence across London, Zurich, and Bangalore. The team is responsible for ensuring that every material model or tool used to determine the valuation or risk characteristi

📌 Quantitative Risk Analyst (Bengaluru)
🏢 Swiss Re
📍 Bengaluru

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