Quantitative Developer - Weather/Energy Derivatives - @ Swiss Re
About the Team: Swiss Re Corporate Solutions is a leading global market in the Weather, Energy Commodity & Power Plant risk transfer market. We offer a wide range of climate, power, natural gas, and power plant outage risk solutions in insurance and capital market form. Our clients include power and gas utilities, retailers, independent power producers (IPPs), renewables, banks, and other energy industry sectors. About the Role: In this role you would support the international Weather & Energy Markets department of Swiss Re and be part of the Business Intelligence & Analytics team. You would work closely with the other teams in Origination and Underwriting on tailor-made derivative contracts for institutional investors who want to hedge against weather and commodity price risks.You would be in charge of developing and maintaining our IT infrastructure and processes for pricing, booking and valuating derivative contracts. In addition you would be assigned on various projects and initiatives in regards of portfolio steering, product development, support on reporting, KPI tracking, risk reviews and governance matters. This involves collaboration with various internal stakeholders to understand requirements and develop solutions, provide ad hoc services and take ownership in projects and deliverables. Responsibilities include: Develop, implement and own operational solutions across ECM's IT landscape (e.g. costing platform, trade capture, risk modelling and valuation, portfolio management and reporting) Collaborate with software engineering and client solutions analytics teams across Corporate Solutions and Asset Management for delivering solutions along the end-to-end trade lifecycle Work closely with the business to understand requirements and perform hands-on business application and infrastructure developments in the relevant coding languages Communicate with the ECM stakeholder community providing ad hoc services (market data integration, costing incl. valuation) as well as end-user applications developments Take ownership in key projects improving the overall trade lifecycle management process About You: Master'sā¦ Apply tot his job