Senior Quantitative Portfolio Strategist

Jobtailor; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Jobtailor seeks a senior quantitative modeller to develop, maintain, and enhance models supporting pricing, valuation, risk management, and performance monitoring. You will manage transaction models and analytics across the full lifecycle and support in-force management of large financial transactions across Asia, EMEA, and the US.

Automating modelling and reporting with modern programming, data analytics, and AI-assisted tools, you will perform performance analyses and portfolio monitoring to

Qualifications

• Degree in Actuarial Science, Mathematics, Statistics, Quantitative Finance, Computer Science, Physics, or 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.
• Interest in financial markets, insurance, and reinsurance.
• Curiosity, initiative, and a continuous learning mindset.
• Experience in structured reinsurance or financial markets transactions (nice to have).
• Understanding of financial market risk concepts, including interest rates, credit spreads, derivatives, hedging, and ALM (nice to have).
• Experience with actuarial modelling platforms such as Prophet, AXIS, or RAFM (nice to have).
• Experience with modern software development tools (e.g. Git, GitHub) and AI-assisted development tools (e.g. ChatGPT, Claude) (nice to have).
• Knowledge of IFRS 17, IFRS 9, EVM, and local statutory valuation frameworks (nice to have).
• Professional qualifications such as FSA, CERA, CFA, FRM, or equivalent (nice to have).

Responsibilities

• Develop, maintain, and enhance quantitative models supporting pricing, valuation, risk management, and performance monitoring.
• Manage transaction models and analytics throughout the transaction lifecycle.
• 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.
• 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, 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

Skills

Python

R

C/C++

C#

Problem-solving

Communication skills

Financial markets

Education

Actuarial/Math/Stats degree

6+ years experience in quantitative modelling

Tools

Prophet

AXIS

RAFM

Git

GitHub

Job description

Jobtailor seeks a senior quantitative modeller to develop, maintain, and enhance models supporting pricing, valuation, risk management, and performance monitoring. You will manage transaction models and analytics across the full lifecycle and support in-force management of large financial transactions across Asia, EMEA, and the US.

Automating modelling and reporting with modern programming, data analytics, and AI-assisted tools, you will perform performance analyses and portfolio monitoring to