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Senior Liquidity Risk Reporting Expert
Senior Liquidity Risk Reporting Expert
Switzerland - Adliswil
About Swiss Re
This is your opportunity to join Swiss Re Group - one of the world's leading wholesale providers of reinsurance, insurance and other innovative forms of insurance-based risk transfer. Our business at Swiss Re is about understanding and analysing the major risks that concern the world - from natural catastrophes to climate change, from ageing populations to cybercrime. We combine experience with expertise and innovative thinking to create new opportunities and solutions for our clients. And we enable the risk-taking essential to enterprise and progress. This is only possible with around 10,000 truly exceptional Swiss Re people across our group worldwide.
About the role
As a Senior Liquidity Risk Reporting Expert, you will be responsible for key products and services related to Swiss Re's liquidity modelling, analysis and reporting process. You will maintain and further develop some of the liquidity measurement methodologies in the risk analytics application and perform liquidity generation and scenario analysis.
In addition, you will be the cash flow and liquidity expert for the Americas region and its major legal entities and you will work closely with the Treasury Liquidity Management team and other stakeholders to support liquidity management activities and to address client needs.
In your role as an Americas regional expert, you are also expected to cover certain FX and capital related aspects.
• Manage comprehensive parts of the monthly liquidity modelling and reporting process (e.g. contingent liquidity exposures, external debt, intra-group loans, large transactions, collateral management and securities lending activities and FX VaR add-on)
• Ensure that liquidity risk is modelled and reported in line with the liquidity risk measurement framework and further develop the respective methodologies in the risk analytics application FRS Global RiskPro
• Collaborate closely with the extended Treasury Reporting & Analytics team in Bangalore, which manages some of the core activities, review results and perform controls.
• Perform cash and liquidity generation analysis for the Reinsurance Business Unit and further develop the methodology to collect, model and analyse actual versus expected cash flows
• Calculate the liquidity impact of framework changes and manage the implementation of the required changes to the liquidity model in RiskPro
• Perform cash flow and liquidity scenario calculations for the Liquidity Framework Review, the Swiss Re Recovery Planning, the Swiss Solvency Test and ORSA
• Contribute to the preparation of the annual Group liquidity report to FINMA Manage regular liquidity reporting to Rating Agencies
• Contribute to the further development of the liquidity plan model in RiskPro
• Manage the liquidity stress test calculations and reporting for major legal entities, understand the key drivers behind changes and communicate results
• Coordinate the monthly free funding reports for various legal entities, analyse changes, communicate results and drive further enhancements of data inputs and reports Act as the Subject Matter Expert for the Americas region and contribute to the regional Treasury Council meetings with regards to their cash flow, free funding, liquidity, FX and capital position
• Contribute to the development of a Group Treasury Management Report
• Manage process and control related aspects to the assigned activities
We will also consider applications of candidates with less experience and look to adjust the position accordingly, if the technical qualifications are met.
About the team
Treasury Reporting & Analytics manages the liquidity, FX and capital reporting process for Swiss Re Group and provides the Business Units, Legal Entities, Treasury Management Units and Risk Management with timely and relevant management and risk information on liquidity, free funding, capital and FX related aspects.
We are looking for a Senior Liquidity Risk Reporting Expert to contribute to the management and further development of Swiss Re's regular liquidity risk measurement and reporting process.
We support flexible working models.
• University or Master degree in Finance, Mathematics or Economics
• Minimum of 3-5 years of experience in the financial services industry within a risk or financial reporting related function
• Experience with financial risk modelling, reporting and planning tools, ideally in the field of liquidity and with RiskPro
• In depth understanding of (liquidity) risk measurement and modelling frameworks
• Thorough understanding of value drivers and risks inherent in financial market instruments, economic valuation of cash flows and balance sheet structures
• Strong analytical skills: ability to model cash flows, to perform quantitative analysis, to understand and comment results, to develop recommendations and to communicate them to customers.
• Proficient in the use of MS Excel, ideally combined with some Java or other programming skills
• Very good written and verbal communication skills in English
• Team player with very good communication and interpersonal skills
• Focus on delivering high quality of work, awareness of and commitment to client needs
• Ability to establish priorities, plan, coordinate and monitor smaller projects
• Interest to work in a dynamic and international environment
• Desire to build up knowledge across various topics and to contribute to the further development of a comprehensive liquidity, cash flow, FX and capital reporting process