Senior Portfolio Manager — Financial Solutions Analytics

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

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