Market Risk Manager

The Group Investment Office (GIO) oversees the management of the invested assets of SCOR Group. Within the Group Investment Office, the Group Investment Risks and Control team monitors market and credit risks borne by SCOR’s invested assets portfolios and ensures compliance of the portfolios.

Responsibilities

• Work on the RiskMetrics tool, documenting VBA input macro that retrieves data from the data warehouse and enables the production of input files for the risk metrics tool.
• Generate output reports used for monitoring metrics such as VaR, stress tests, ALM shocks, etc.
• Maintain and develop solutions in Power BI upon request from the data team.
• Support data‑driven reporting (VaR, stress tests, ALM).
• Contribute to the definition of specifications for a sustainable RiskMetrics data integration solution with the IT SCOR team.
• Develop Power BI solutions for the data team.

Qualifications

• Experience in Finance/IT/Data management.
• Strong analytical capabilities and rigor.
• Good interpersonal skills and multicultural awareness and sensitivity.
• Good knowledge of credit risk modelling (probability of default, loss given default, exposure at default).
• Strong interest in financial markets.
• Open, critical mindset, curiosity, creativity, proactivity.
• Good team spirit; ability to work with different interlocutors with different skills.
• Good culture of transparency, experience and knowledge sharing.
• Digital competencies: Python, MS Office (VBA), SQL, Power BI.
• A plus: Bloomberg experience.

SCOR supports inclusion and the diversity of talents, and all positions are open to people with disabilities.