Portfolio Manager

Swiss Re; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Swiss Re in Hong Kong seeks a Portfolio Manager to oversee a diverse portfolio of Financial Solutions transactions exposed to market risks. You will work across onboarding, valuation, risk management, and portfolio analytics while collaborating with experts across Swiss Re’s global organization.

The role requires 6+ years in quantitative modelling, strong programming skills (Python/R/C/C++), and a degree in a quantitative field.

Qualifications

• Degree in actuarial science, mathematics, statistics, quantitative finance, computer science, or physics.
• 6+ years in quantitative modelling, actuarial modelling, or financial analytics.
• Strong programming skills in Python, R, C/C++, or C#.

Responsibilities

• Develop, maintain, and enhance quantitative models for pricing, valuation, risk, and performance.
• Manage transaction models through onboarding to ongoing portfolio management.
• Automate modelling and reporting using modern programming and AI-assisted tools.
• Collaborate across Swiss Re's global teams to support Financial Solutions transactions in Asia, EMEA, US.

Skills

Quantitative modelling

Programming

Risk analytics

Communication

Education

Actuarial Science / Mathematics / Statistics / Quantitative Finance / Computer Science / Physics

Tools

Python

R

C/C++

Git

Job description

Location: Hong Kong, Hong Kong SAR, HK

Are you passionate about quantitative modelling, financial markets, and reinsurance? Join Swiss Re's Financial Market Portfolios team and work at the intersection of reinsurance, financial markets, and technology, supporting innovative Financial Solutions and capital management transactions across global markets.

About the Role

As a Portfolio Manager, you will help manage a diverse portfolio of Financial Solutions transactions exposed to financial market risks. You will work across transaction onboarding, valuation, risk management, portfolio analytics, and process automation, collaborating with experts across Swiss Re's global organization.

Key Responsibilities

• Develop, maintain, and enhance quantitative models supporting pricing, valuation, risk management, and performance monitoring
• Manage transaction models and analytics throughout the transaction lifecycle, from onboarding through ongoing portfolio management
• Support the in-force management of Financial Market Transformation (FMT), Remote Risk Transactions (RRT), VA GMxB, Longevity, and other Financial Solutions transactions across Asia, EMEA, and the US, with a focus on Asia
• Automate modelling and reporting processes using modern programming, data analytics, and AI-assisted development tools
• Perform transaction performance analyses, investigations, and portfolio monitoring to identify key drivers and improvement opportunities
• Support the onboarding of new transactions and products (e.g., IUL, FIA, RILA), coordinating with cross-functional teams to ensure smooth implementation
• Collaborate with stakeholders across L&H Structured Solutions, Trading & Structuring, Quantitative Analytics, Client Markets, Financial Risk Management, Financial Lines Valuation, Treasury, and Market Units

About the Team

The Financial Market Portfolios team manages a diverse portfolio of Financial Solutions transactions and plays a central role in supporting business growth through robust valuation, risk management, portfolio analytics, and performance monitoring.

About You

We are looking for candidates with:

• A degree in Actuarial Science, Mathematics, Statistics, Quantitative Finance, Computer Science, Physics, or a related quantitative discipline
• 6+ years of experience in quantitative modelling, actuarial modelling, financial analytics, or related fields
• Strong programming and debugging skills, preferably in Python, R, C/C++, or C#
• Strong analytical, problem-solving, and communication skills, with the ability to communicate complex quantitative concepts effectively
• Interest in financial markets, insurance, and reinsurance
• Curiosity, initiative, and a continuous learning mindset

These are additional nice to haves:

• Experience in structured reinsurance or financial markets transactions
• Understanding of financial market risk concepts, including interest rates, credit spreads, derivatives, hedging, and ALM
• Experience with actuarial modelling platforms such as Prophet, AXIS, or RAFM
• Experience with modern software development tools (e.g. Git, GitHub) and AI-assisted development tools (e.g. ChatGPT, Claude) to improve process efficiency
• Knowledge of IFRS 17, IFRS 9, EVM, and local statutory valuation frameworks
• Professional qualifications such as FSA, CERA, CFA, FRM, or equivalent

We welcome applications from candidates with varying levels of experience. The final level and title will be determined based on the successful candidate's skills, experience, and qualifications. Candidates with less experience may be considered for an appropriate role within the team.

The salary range for this position will be shared with you during the interview process.

About Swiss Re

Swiss Re is one of the world's leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient. We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to cybercrime. We cover both Property & Casualty and Life & Health. Combining experience with creative thinking and cutting-edge expertise, we create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 15,000 employees across the world.

Our success depends on our ability to build an inclusive culture encouraging fresh perspectives and innovative thinking. We embrace a workplace where everyone has equal opportunities to thrive and develop professionally regardless of their age, gender, race, ethnicity, gender identity and/or expression, sexual orientation, physical or mental ability, skillset, thought or other characteristics. In our inclusive and flexible environment everyone can bring their authentic selves to work and their passion for sustainability.

We may use AI-powered tools to support the review and evaluation of applications for this position. These tools provide additional insights to our recruitment teams, but all hiring decisions are carefully reviewed and made by people. To learn more about how we use AI in recruitment and how we handle your personal data, please review our Data Privacy Statement before applying.

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