Quantitative Portfolio Manager - Financial Markets

Swiss Reinsurance Company; Singapore; On-site; SGD 180,000 - 260,000; Full time

Job summary

Swiss Re is seeking an experienced Portfolio Manager within the Financial Market Portfolios team to manage a diverse portfolio of Financial Solutions transactions and support valuation, risk management, and performance analytics across global markets, with emphasis on Asia.

You will collaborate on onboarding, modelling, and automation, applying Python, R, and other tools to improve processes, deliver insights, and support capital management initiatives.

Qualifications

• A 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, with the ability to communicate complex quantitative concepts effectively.
• Interest in financial markets, insurance, and reinsurance.
• Curiosity, initiative, and a continuous learning mindset.

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

Skills

Python

R

C/C++

C#

Financial analytics

Education

Actuarial Science

Mathematics

Statistics

Quantitative Finance

Computer Science

Tools

Prophet

AXIS

RAFM

Git

Python

Job description

Swiss Re is seeking an experienced Portfolio Manager within the Financial Market Portfolios team to manage a diverse portfolio of Financial Solutions transactions and support valuation, risk management, and performance analytics across global markets, with emphasis on Asia.

You will collaborate on onboarding, modelling, and automation, applying Python, R, and other tools to improve processes, deliver insights, and support capital management initiatives.