Munich Re Markets: Derivative Performance Analyst (m/f/d)*
Core
Monitor and analyze the impact of capital markets on a bespoke reinsurance portfolio involving insurance risks and complex financial market risks, performing performance attribution and P&L explanation.
Role type
Derivative Performance Analyst
Builds
Automated tools and processes for portfolio monitoring, onboarding, and reporting using R and SQL.
Domain
Reinsurance / Capital Markets / Derivatives
Deliverable
production ML models
Required skills
Derivatives valuation, Financial mathematics, R, SQL, Data analysis, Process automation, IFRS 9/17 knowledge
Preferred skills
Java, Calypso, Actuarial fellowship, Project management, Solvency II, SST, C-ROSS
Technologies
R, SQL, Java, Calypso
Responsibilities
Monitor and analyze capital market impact on portfolio, Perform monitoring and onboarding in front office system, Drive automation initiatives by developing new tools, Contribute to quality assurance and audit support
Seniority
Mid-Senior (3+ years experience)