Hybrid Portfolio Manager

Posted 1 minute ago

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About the role

  • Portfolio Manager managing Financial Solutions portfolio at Swiss Re. Involvement in financial data analysis and risk management collaboration.

Responsibilities

  • Manage Financial Market Transformation (FMT), Remote Risk Transactions (RRT) and VA/GMxB/index-Linked in-force portfolios
  • Develop and maintain stochastic cashflows models for transactions, using scripting languages
  • Analyze biometric and policyholder's behavior experience and propose assumption updates for variable annuity products
  • Support on-boarding of new transactions with technical precision and attention to detail
  • Standardize transaction reporting processes for valuation, accounting, statutory, risk management, and hedging purposes
  • Perform regular ad-hoc investigations into existing processes and data (policy data, P&L attribution, reserving, etc.)
  • Collaborate with cross-functional teams across Swiss Re to improve management of financial and biometric exposures

Requirements

  • Academic background in Mathematics, Computer Science, Financial Modeling, Actuarial Sciences, or Finance
  • Experience with scripting and analytical languages (e.g., Python, R, C++, C, Moses, Prophet, AXIS)
  • Understanding of life insurance business concepts with 4+ years of relevant experience
  • Experience in running biometric experience studies on variable annuity products, preferably using R or Python
  • Quantitative technical abilities with practical experience using various tools for data analytics
  • Curious mindset interested in investigating underlying drivers and patterns
  • Performance minded – drive to grow new business, KPI focused
  • Actuarial qualification, or working towards it is a nice to have
  • Working knowledge of financial markets is a nice to have
  • Pricing experience is a nice to have
  • Knowledge of regulatory frameworks is a nice to have
  • Knowledge of IFRS 17 and IFRS 9 is a nice to have
  • Experience collaborating with Treasury and Risk Management is a nice to have

Benefits

  • Hybrid work model where the expectation is at least three days in the office

Job title

Portfolio Manager

Job type

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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