Portfolio Manager, Investment Solutions

Reinsurance Group of America-posted 3 months ago
$144,200 - $144,200/Yr
Chesterfield, MO
1,001-5,000 employees
Insurance Carriers and Related Activities
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RGA Enterprise Services Company (RGA) seeks a Portfolio Manager, Investment Solutions in Chesterfield, MO to develop transaction-specific asset and hedging strategies that optimize yield vs. capital within regulatory, accounting, operating, and risk management constraints. The position reports to RGA headquarters in Chesterfield, MO; 100% telecommuting permitted from anywhere in the U.S.

  • Acting as a 'deal lead' and being responsible for all aspects of the asset strategy and asset risks underlying new reinsurance opportunities.
  • Assuming responsibility for adequate treatment of all investment and ALM related risks during scoping and pricing phase of a transaction, including asset-related pricing assumptions.
  • Working with credit teams to determine the best path to execution, including analysis of the client's existing portfolio and the creation of a target portfolio matching the asset strategy.
  • Communicating the asset strategy to various interested parties within RGA, including the C suite, to inform and to gain approval.
  • Negotiating investment guidelines and treaty terms, including legal review of agreements with the client to deliver the flexibility necessary to manage asset risk and generate target return.
  • Leading efforts to close the asset side of the transaction, directing analysts' support and mentoring new team members.
  • Directing and executing the reposition to move from the client's portfolio to RGA's target portfolio.
  • Suggesting and reviewing new tools and models to improve new business pricing process.
  • Developing relationships with external contacts and internal cross-functional areas.
  • Master's degree, or its foreign equivalent, in Business Administration, Economics or Finance, or a related field, plus two (2) years of actuarial experience in finance/investment solutions.
  • Alternatively, a bachelor's degree, or its foreign equivalent, in Business Administration, Economics or Finance, or a related field, plus four (4) years of actuarial experience in finance/investment solutions.
  • 2 years of experience developing, maintaining, and enhancing pricing models.
  • 2 years of experience conducting research to evaluate strengths and weaknesses or risk considerations of pricing models, while collaborating with internal stakeholders to align pricing efforts.
  • 2 years of experience in financial modelling or quantitative methods including linear regression analysis.
  • 2 years of experience utilizing VBA, Python, or SQL applicable in a quantitative framework.
  • 2 years of experience quantifying and explaining fixed income portfolio measures of risk and return, correlation characteristics, and the impact of convexity when valuating fixed income securities and constructing portfolios.
  • 2 years of experience applying liability driven investment and cash flow matching strategies.
  • 2 years of experience calculating and interpreting the present value of fixed income securities based on expected future cash flows and interpreting expected value, variance, standard deviation, covariance, and correlation of portfolio returns.
  • Annual bonus plan.
  • Full range of health, retirement, and other employee benefits.
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