Portfolio Management Analyst
About The Position
Swiss Re ILS is seeking a Portfolio Management Analyst to contribute across the investment management process, including evaluating and underwriting individual insurance-linked securities (ILS) transactions, portfolio construction, quantitative research, and investor support. The role works alongside portfolio managers, catastrophe modelling specialists, and reinsurance experts, using Swiss Re’s proprietary risk models and market knowledge to support risk-adjusted returns for institutional investors. Swiss Re ILS is a third-party investment management business within Swiss Re’s Alternative Capital Partners Group. Its portfolios focus on catastrophe bonds, industry loss warranties (ILW), quota shares, and other insurance-linked instruments. The team combines natural catastrophe expertise, proprietary modelling, reinsurance market knowledge, active investment management, quantitative analytics, and trading. The role is based in New York City and follows a hybrid work model, with an expectation to work in the office at least three days per week. Candidates must already live in the NYC metropolitan area; relocation and sponsorship are not available. ILS or investment management experience is required.
Requirements
- Undergraduate or graduate degree in a quantitative or analytical discipline, such as mathematics, statistics, engineering, physics, meteorology, economics, or finance.
- At least 2 years of relevant professional experience in investment management, ILS, reinsurance, catastrophe modelling, quantitative analysis, or a related field; more senior candidates may also be considered.
- ILS experience or investment management experience is required.
- Strong quantitative and analytical skills, including the ability to interpret complex data and modelling outputs.
- Programming and data analytics experience, particularly with Python.
- Knowledge of, or strong interest in, natural catastrophe risk modelling, including assessment of catastrophe exposures and loss distributions.
- Candidates must already live in the NYC metropolitan area; sponsorship and relocation are not available.
Nice To Haves
- Familiarity with SQL, Power BI, or similar tools.
- Knowledge of ILS markets, catastrophe bonds, or other insurance-linked investment instruments.
- Experience in property catastrophe reinsurance, underwriting, or catastrophe risk.
- Familiarity with catastrophe modelling platforms and risk metrics.
- Experience in quantitative investment research, portfolio analytics, or trading.
- Understanding of insurance and reinsurance structures, particularly the US property catastrophe market.
- Exposure to institutional asset management or third-party investment management.
- Excellent communication and interpersonal skills, including the ability to collaborate across disciplines and clearly present complex ideas.
- Fluency in English; additional languages are a plus.
Responsibilities
- Evaluate and underwrite ILS investment opportunities, including new catastrophe bond issuances, resets, and secondary-market transactions.
- Analyze natural catastrophe exposures, catastrophe modelling outputs, and transaction structures to assess investment risks and relative value.
- Review underwriting information, exposure data, and contractual features using Swiss Re’s proprietary risk models and underwriting expertise.
- Engage with internal specialists and external counterparties, including catastrophe modelling teams, brokers, and transaction parties, to support investment decisions.
- Contribute to investment selection, relative value assessments, and portfolio positioning across ILS strategies.
- Analyze portfolio performance, risk concentrations, and market developments to inform investment strategies.
- Support the implementation and ongoing management of strategies designed to meet institutional investor objectives.
- Develop and enhance analytical tools and models for underwriting, investment selection, portfolio optimization, and trading.
- Conduct quantitative research on catastrophe risk, market pricing, and investment opportunities.
- Use data analytics and programming to improve investment processes, portfolio monitoring, and decision-making.
- Collaborate with Swiss Re teams, including portfolio managers and catastrophe modelling specialists.
- Support investor relations and business development with investment analysis, portfolio insights, and risk assessments.
- Contribute investment materials and analytical content tailored to institutional investors.
- Foster a collaborative and entrepreneurial team culture focused on continuous improvement and innovation.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
