In-Force Portfolio Analyst
Location
Bangalore | India
Job description
Position objectives and position summary
- To support the portfolio growth of the Financial Solutions Ambition announced as part of the L&H Ambition Reset
- Strong technical will be important. Technical skills should include experience of transaction scripting tools e.g. R, Python, C++, C, AXIS, Moses, Prophet
- Knowledge of life products and financial markets products preferred but not essential
- The role will focus on the onboarding and management of Financial Market Transformation (FMT), Remote Risk Transactions (RRT) & VA/GMDB in-force portfolios
- You will strengthen the Financial Market Portfolios team within FMI, L&H Reinsurance
Main tasks/activities
Responsibilities
- Management of Financial Market Transformation (FMT), Remote Risk Transactions (RRT) & VA/GMDB in-force portfolios
- Build and maintain new transaction models (use of scripting languages for payoff representations, capital calculations etc)
- Support on-boarding of new transactions
- Support standardizing and productionizing of transactions reporting for valuation, accounting, statutory, risk management and hedging purposes
- Analyze biometric experience and propose assumption updates. Potential to present material for Quarterly BRC/RRC approvals on transaction level experience
- Perform regular ad-hoc investigations into existing processes and data (such as policy data, Profit & Loss attribution, reserving and capital calculations etc.)
- Collaborate and coordinate with other groups in L&H and across the wider Swiss Re Group (L&H Structured Solutions, Client Markets, Business Management, Finance, Risk, etc.) with a view to continually improve our ability to handle the financial and biometric exposures of the portfolio
Major Relationships
- L&H FMI Pricing & Structuring
- L&H Structured Solutions
- Risk Management - Financial Risk Management, Valuations
- Finance
- Treasury
- Asset Management
Requirements
- Mathematical/ Computer Science / Financial modelling / Actuarial Sciences / Finance academic background
- Understanding or curiosity about life insurance business concepts. 2+ years of experience
- Experience with scripting and analytical languages e.g. R, Python, C++, C, AXIS, Moses, Prophet
- Quantitative technical abilities. Practical experience using a range of tools to perform data analytics
- Curious mind interested in investigating the underlying drivers and patterns!
- Working level financial markets knowledge, collaboration with Treasury etc
- Performance minded - strive to grow new business, KPI focused
The Company is an equal opportunity employer. We practice to recruit, hire and promote without regard to race, religion, color, national origin, sex, disability, age, pregnancy, sexual orientations, marital status, military status, or any other characteristic protected by law. Decisions on employment are solely based on an individual's qualifications for the position being filled.
Keywords: Reference Code: 126433
Job tags
Salary
