Quant jobs / AIA Singapore Private Limited

Portfolio Manager, Derivatives (AIA Investment Management)

AIA’s derivatives portfolio manager develops hedging and investment solutions for insurance businesses. The role combines cross-asset derivative portfolios, index-linked products and collateral optimisation.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Model and structure derivative-based ALM or portfolio solutions
Manage linear and option-based exposures
Plan collateral needs and transformation trades
Develop desk analytics and evaluate index-linked strategies

What they ask for

Required

Ten or more years managing or structuring derivatives
Pricing and modelling of complex products
Cross-asset risk management
Collateral and funding knowledge
Strong analytical communication

Preferred

ALM/LDI
Insurance-linked investment products
Actuarial knowledge
Numerix and Python

Education: Financial-engineering background preferred; no mandatory qualification level is stated.
Experience: 10+ years of derivative solutions or portfolio work; sell-side experience preferred.
Languages and tools: Numerix
Python
Markets: multi-asset, options

How to prepare

Design a derivative hedge for a liability exposure
Model collateral needs under market and funding stress
Compare option-based investment payoffs and their risks

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on AIA Singapore Private Limited’s site before applying: requirements, location and pay can change after we check them.

View the posting on AIA Singapore Private Limited’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with AIA Singapore Private Limited and doesn’t handle applications.