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Position: Senior Risk Manager
Institution: New Reinsurance Company Ltd.
Location: Zürich, Switzerland
Duties: Perform ongoing risk management for weather derivatives, in close interaction with the weather business units in Zurich and Houston. Perform ongoing risk management for ALM risks in NewRe investment book and derivative-type transactions. Perform quarterly and ad-hoc liability cashflow and capital calculations. Contribute to calculation of the annual SST required capital together with the corresponding risk-bearing capital and associated reporting to regulator. Coordinate the overall ORSA and SST processes. Contribute to defining the overall Risk Strategy, developing risk limits and tolerances for weather and ALM risks
Requirements: University degree in actuarial sciences/mathematics/science, or related quantitative subject. Experience in managing ALM risks and/or risk management for weather derivative risks. At least 7 years experience in the insurance/reinsurance industry. Experience in SST risk modelling and/or ORSA. Excellent knowledge of the Swiss regulatory framework and/or SolvencyII. Good knowledge of a reinsurer’s balance sheet. Excellent Excel/VBA skills, good Matlab and/or programming skills. Very strong analytical thinker
   
Text: Senior Risk Manager Are you interested in working for a successful international reinsurance company? Place of work Zurich Your responsibilities Perform ongoing risk management for weather derivatives, in close interaction with the weather business units in Zurich and Houston Perform ongoing risk management for ALM risks in NewRe investment book and derivative-type transactions Perform quarterly and ad-hoc liability cashflow and capital calculations Contribute to calculation of the annual SST required capital together with the corresponding risk-bearing capital and associated reporting to regulator Coordinate the overall ORSA and SST processes Contribute to defining the overall Risk Strategy, developing risk limits and tolerances for weather and ALM risks Further develop NewRe’s internal model (especially weather and ALM risks) to ensure that it properly reflects the risks in the business at all times Liaise with relevant Munich Re units on model and process support and consistency Perform relevant risk assessment and reporting in line with Solvency II requirements Support and train other team members and staff in capital modelling and actuarial techniques Plus any additional duties and responsibilities that may reasonably be expected to be undertaken in accordance with the role. Your profile University degree in actuarial sciences/mathematics/science, or related quantitative subject Experience in managing ALM risks and/or risk management for weather derivative risks At least 7 years experience in the insurance/reinsurance industry Experience in SST risk modelling and/or ORSA Excellent knowledge of the Swiss regulatory framework and/or SolvencyII Good knowledge of a reinsurer’s balance sheet Excellent Excel/VBA skills, good Matlab and/or programming skills Very strong analytical thinker Very good organisational skills A very good eye for detail combined with the ability to recognise the wider implications Good communication and interpersonal skills Good team player with pragmatic and independent working style and "can do" attitude Our common benefits NewRe stands for intelligent reinsurance solutions. We serve our clients responsively - with open minds and a refreshing attitude. Our employees are our key asset. We love challenges and flexibly bundle our skills, experience and personalities to deliver outstanding results. Being part of the Munich Re Group, the leading international risk carrier in the field of reinsurance, we combine financial strength with the efficiency and creativity of a medium-sized reinsurer. Excellent opportunities providing you with the scope to realise your full potential await. We look forward to receiving your application. New Reinsurance Company Ltd., Hansruedi Nohl, Human Resources, Zollikerstrasse 226, CH-8008 Zurich, 41 58 2266 212, hnohl@newre.com
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