About the role:
As a Valuation Risk Analyst within the Financial Model and Valuation Risk Management (FM&VRM;) function, you will be a key player in ensuring that Swiss Re's asset valuations are accurate, compliant, and reflective of real market conditions. You will contribute to the Independent Price Verification (IPV) process that sits at the intersection of finance, risk, and trading. Your work will be seen and valued by senior leadership across the organization.
Key Responsibilites:
• Work with a multi-location team on valuation risk assessment covering various asset classes including fixed income, equity, insurance-linked derivatives, etc.
• Perform Independent Price Verification on various cash products like government bonds, corporate bonds, mortgage-backed securities, and financial derivatives like interest rate swaps, swaptions, caps and floors
• Identify and analyse how changes in the market, inputs or methodologies can lead to uncertainties in valuations.
• Valuation risk assessment require positive understanding of valuation drivers and methods.




• Work with large data sets using MS Excel.
• Produce valuation risk analysis reports on monthly basis to communicate the results to senior management.
About the team:
The Financial Model and Valuation Risk Management (FM&VRM;) team primarily assess model risks and valuation risks. The core mission of Valuation Risk Management (VRM) is to ensure that valuations reflected in financial statements are in line with accounting requirements and industry best practice. Inaccurate valuations distort the decision-making process, and so performing controls ensuring appropriate valuations are reported are an essential part of the firm's operations. To ensure the firm is utilizing appropriate valuations, we developed an Independent Price Verification (IPV) process that formally assesses the quality of our valuations and acts to correct any issues. Valuation feed into our accounts, are at the core of P/L, determine the calibration

📌 Valuation Risk Analyst Bengaluru
🏢 Swiss Re
📍 Bengaluru