Quantitative Portfolio Manager – Markets & Analytics

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

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.