What are the responsibilities and job description for the Junior Fixed Income Portfolio Manager position at Swiss Re?
Do you have a passion for fixed income markets, interest rate derivatives, and data-driven investing? We are looking for an individual who is seeking a quantitatively focused career in fixed income markets to join our team of dedicated investment professionals within Swiss Re's Asset Management (AM) unit.
About The Role
As a Junior Fixed Income Portfolio Manager on the Rates and ALM (Asset Liability Management) team, you will join a team of Portfolio Managers focused on Swiss Re's government and government-related fixed income portfolios. You will be engaging in quantitative investment analysis, portfolio construction, and trade execution, leveraging data-driven insights to support investment decisions.
Key Responsibilities Include The Following
The Rates and ALM team is a globally distributed team of 10 investment professionals located in New York, London and Hong Kong and is part of the overall Client, Steering & ALM team. We are a core function within Swiss Re Asset Management, responsible for managing fixed income portfolios for internal Swiss Re clients (SR's global legal entities). The team consists of portfolio managers trading in government bonds, agency mortgages, inflation linked securities, and associated derivatives for Swiss Re across a global portfolio. This position would focus primarily on North American fixed income markets, reporting to the Co-Head of Global Rates and ALM.
About You
Highly analytical and self-motivated, you bring a strong quantitative background and a deep interest in financial markets. You enjoy working with data, building models, and developing systematic approaches to analyzing interest rate dynamics and portfolio risk. Thriving in a fast-paced environment, you balance rigorous quantitative analysis with practical decision-making in trading and portfolio management with ease. This role is ideal for someone with strong programming and analytical skills who is looking to grow into a trading and portfolio management position!
Key Skills And Competencies You Will Need
About Swiss Re
Swiss Re is one of the world’s leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient. We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to cybercrime. Combining experience with creative thinking and cutting-edge expertise, we create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 14,000 employees across the world.
Our success depends on our ability to build an inclusive culture encouraging fresh perspectives and innovative thinking. We embrace a workplace where everyone has equal opportunities to thrive and develop professionally regardless of their age, gender, race, ethnicity, gender identity and/or expression, sexual orientation, physical or mental ability, skillset, thought or other characteristics. In our inclusive and flexible environment everyone can bring their authentic selves to work and their passion for sustainability.
If you are an experienced professional returning to the workforce after a career break, we encourage you to apply for open positions that match your skills and experience.
Swiss Re is an equal opportunity employer. It is our practice to recruit, hire and promote without regard to race, religion, color, national origin, sex, disability, age, pregnancy, sexual orientations, marital status, military status, or any other characteristic protected by law. Decisions on employment are solely based on an individual's qualifications for the position being filled.
During the recruitment process, reasonable accommodations for disabilities are available upon request. If contacted for an interview, please inform the Recruiter/HR Professional of the accommodation needed.
Keywords
Reference Code: 133347
About The Role
As a Junior Fixed Income Portfolio Manager on the Rates and ALM (Asset Liability Management) team, you will join a team of Portfolio Managers focused on Swiss Re's government and government-related fixed income portfolios. You will be engaging in quantitative investment analysis, portfolio construction, and trade execution, leveraging data-driven insights to support investment decisions.
Key Responsibilities Include The Following
- Work alongside Senior Portfolio Managers to execute trades across government bonds, interest rate swaps, futures, and other fixed income derivatives, ensuring smooth trade operations.
- Support trade booking, performance reporting, reconciling profit and loss figures, and preparing investment presentations.
- Analyze yield curve dynamics, track macroeconomic indicators, and assess relative value opportunities across rates markets.
- Assist in developing quantitative tools for yield curve analysis, spread monitoring, and risk assessment, using statistical techniques and data-driven insights.
- Develop and enhance Python-based automation for data analysis, portfolio monitoring, and trade execution insights, integrating Bloomberg API for real-time market tracking.
- Monitor daily portfolio risk metrics, ensuring accurate reconciliation of market movements with portfolio strategy and performance.
- Attend meetings with investment bank economists and strategists to gather insights, analyze market trends, and contribute to investment discussions.
The Rates and ALM team is a globally distributed team of 10 investment professionals located in New York, London and Hong Kong and is part of the overall Client, Steering & ALM team. We are a core function within Swiss Re Asset Management, responsible for managing fixed income portfolios for internal Swiss Re clients (SR's global legal entities). The team consists of portfolio managers trading in government bonds, agency mortgages, inflation linked securities, and associated derivatives for Swiss Re across a global portfolio. This position would focus primarily on North American fixed income markets, reporting to the Co-Head of Global Rates and ALM.
About You
Highly analytical and self-motivated, you bring a strong quantitative background and a deep interest in financial markets. You enjoy working with data, building models, and developing systematic approaches to analyzing interest rate dynamics and portfolio risk. Thriving in a fast-paced environment, you balance rigorous quantitative analysis with practical decision-making in trading and portfolio management with ease. This role is ideal for someone with strong programming and analytical skills who is looking to grow into a trading and portfolio management position!
Key Skills And Competencies You Will Need
- Bachelor's degree in Finance, Economics, Mathematics or another analytical field, with work towards an additional professional designation a plus (e.g., CFA)
- Up to 3 years of experience in financial markets, with exposure to fixed income, derivatives, or quantitative research.
- Proficiency in MS Office and Python for data analysis, model development, and automation; experience with Bloomberg API, Aladdin, or other financial platforms is a plus.
- Strong quantitative skills, with experience in statistical modeling, time series analysis, and risk management techniques.
- Familiarity with fixed income markets, yield curve dynamics, and relative value analysis.
- Ability to think critically, develop data-driven insights, and communicate findings effectively.
- A proactive mindset, with a strong desire to innovate and improve processes using technology.
- Ability to work under pressure, prioritize tasks effectively, and collaborate in a team-oriented environment.
About Swiss Re
Swiss Re is one of the world’s leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient. We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to cybercrime. Combining experience with creative thinking and cutting-edge expertise, we create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 14,000 employees across the world.
Our success depends on our ability to build an inclusive culture encouraging fresh perspectives and innovative thinking. We embrace a workplace where everyone has equal opportunities to thrive and develop professionally regardless of their age, gender, race, ethnicity, gender identity and/or expression, sexual orientation, physical or mental ability, skillset, thought or other characteristics. In our inclusive and flexible environment everyone can bring their authentic selves to work and their passion for sustainability.
If you are an experienced professional returning to the workforce after a career break, we encourage you to apply for open positions that match your skills and experience.
Swiss Re is an equal opportunity employer. It is our practice to recruit, hire and promote without regard to race, religion, color, national origin, sex, disability, age, pregnancy, sexual orientations, marital status, military status, or any other characteristic protected by law. Decisions on employment are solely based on an individual's qualifications for the position being filled.
During the recruitment process, reasonable accommodations for disabilities are available upon request. If contacted for an interview, please inform the Recruiter/HR Professional of the accommodation needed.
Keywords
Reference Code: 133347
Salary : $96,000 - $156,000
