Portfolio Manager

Swiss Re Asia Pte. Ltd.; Hong Kong; On-site; HKD 900,000 - 1,900,000; Full time

Job summary

Swiss Re Asia Pte. Ltd. seeks a Portfolio Manager to manage a diverse portfolio of Financial Solutions transactions exposed to financial market risks.

You will work across onboarding, valuation, risk management, portfolio analytics, and process automation, collaborating with experts across Swiss Re's global organization. You will develop, maintain, and enhance quantitative models, manage transaction models through the lifecycle, and automate modelling and reporting using modern programming, data

Qualifications

• 6+ years of experience in quantitative modelling or related fields
• Strong programming and debugging skills in Python, R, C/C++, or C#
• Strong analytical, problem-solving, and communication abilities
• Interest in financial markets, insurance and reinsurance
• Curiosity, initiative, and continuous learning mindset

Responsibilities

• Develop, maintain, and enhance quantitative models for pricing, valuation, risk and performance monitoring
• Manage transaction models and analytics through onboarding to portfolio management
• Automate modelling and reporting using modern programming, data analytics, and AI tools
• Support onboarding of new transactions (e.g., IUL, FIA, RILA) with cross-functional teams
• Collaborate with stakeholders across L&H Structured Solutions, Trading & Structuring, Quant Analytics, Client Markets, Financial Risk Management, Financial Lines Valuation, Treasury, and Market Units
• Perform portfolio analyses to identify drivers and improvement opportunities
• Support in-force management of FMT, RRT, VA GMxB, Longevity across Asia/EMEA/US

Skills

Python

R

C/C++

C#

Quantitative modelling

Analytical thinking

Communication

Tools

Git

Prophet

AXIS

RAFM

Job description

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:

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