Portfolio Manager

Are you passionate about financial modeling and data analytics in the reinsurance space? Join our dynamic team where your analytical skills will directly contribute to our ambitious growth strategy! We're seeking a detail-oriented Portfolio Manager who can translate complex financial data into actionable insights that drive our Financial Solutions portfolio forward.

About the Role

As a Portfolio Manager, you'll be at the intersection of financial markets and insurance, managing sophisticated portfolios that are key to Swiss Re L&H growth strategy. You'll apply your quantitative expertise to analyze, model, and optimize our financial market transformation portfolios.

Key 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

About the Team

You'll be joining the Financial Market Portfolios team within Life & Health Transactions. Our team plays a crucial role in supporting the portfolio growth of the Financial Solutions Ambition announced as part of the L&H Ambition Reset. We work closely with multiple stakeholders including L&H Structured Solutions, L&H Pricing & Structuring, Quantitative Analytics, Risk Management, Finance, Treasury, and Asset Management to deliver innovative financial solutions that drive business growth and manage risk effectively.

About You

You're a curious, analytical thinker with strong technical abilities and a drive to understand underlying patterns in complex data. You thrive in collaborative environments where you can apply your quantitative skills to solve real business challenges. You're results-oriented and excited about contributing to business growth through data-driven insights.

We are looking for candidates who meet these 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

These are additional nice to haves:

• Actuarial qualification, or working towards it
• Working knowledge of financial markets
• Pricing experience
• Knowledge of regulatory frameworks
• Knowledge of IFRS 17 and IFRS 9
• Experience collaborating with Treasury and Risk Management

Our company has a hybrid work model where the expectation is that you will be in the office at least three days per week.