Valuation Risk Analyst

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...