Swiss Re

Portfolio Manager

Swiss Re

full-time

Posted on:

Location Type: Hybrid

Location: Bangalore • India

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Tech Stack

Python

About the role

  • 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
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
scripting languagesPythonRC++CMosesProphetAXISfinancial modelingbiometric experience studies
Soft Skills
attention to detailcurious mindsetperformance mindedcollaborationanalytical abilities
Certifications
actuarial qualification