Zurich, Zurich, CH
Software Engineer Risk Modelling (80-100%)
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.
At Swiss Re we combine experience with creative thinking and cutting-edge expertise to create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 13,000 employees across the world.
We offer a flexible working environment where curious and adaptable people thrive. Are you interested in joining us?
About the role
We are working at the intersection of technology, data and risk. To handle this complexity, we rely on curious coworkers with an eagerness to learn, that can contribute to a positive atmosphere and develop our risk model by developing themselves.
Do you share these values? Then this position might be just right for you: we are looking for a colleague that is complementing our team as a tech-focused Risk Modeller!
Our internal model covers all material liability and asset risks as well as group effects, such as risk transfers. The underlying numerical engine runs these massive calculations in an HPC cluster. We have decided to take the current Matlab model architecture to the next level by re-designing core parts. This involves research into the latest tech, implementation of pilots as well as shipping improvements to production.
We believe that it takes a good understanding of the underlying modelling methodology to succeed. The job therefore offers an outstanding opportunity to gain insight into the business architecture, infrastructure and risk landscape of a global reinsurance company!
The main responsibilities of the position are
- Designing, implementing and shipping new features, improvements and fixes for the internal model and the platform around it.
- Exploring the latest tech, implementing and testing proofs of concepts.
- Supporting your colleagues using the current platform on a technical and methodological level.
- Maintaining and further improving the system interfaces to other IT components and applications.
About the team
You will be part of Group Risk Modelling. People from various backgrounds work in our international and diverse team. This allows us to take on the challenges on a both technical and methodological level. We also closely cooperate with our colleagues from IT as well as business teams.
- Broad software engineering experience and proficient in one or more languages. Python/Matlab, database knowledge, exposure to cloud solutions are a plus.
- You care about quality and know what it means to ship high quality code.
- You can assume different responsibilities; quickly switching between being a developer, a trouble-shooter and an analyst.
- Familiar with testing concepts and processes; you can design and write effective unit and regression tests.
- Affinity to quantitative fields and curiosity to learn more about enterprise risk modelling.
- Good English communication with the ability to explain sophisticated matters in an understandable way.
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.
Reference Code: 104286
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