The Investment Solutions team develops, recommends, and executes liability driven investment strategies, including portfolio construction and repositioning to support the acquisition of new reinsurance business.
These strategies must meet business needs (sufficient return on capital, regular investment income), while considering appetite for investment risk, execution risk, and asset-liability matching.
The Portfolio Manager acts as a "deal lead" for deals originated in Asia, responsible for all aspects of the asset strategy and asset risks underlying new reinsurance opportunities.
- Develops transaction-specific asset and hedging strategies that optimize yield vs. capital within regulatory, accounting, operating, and risk management constraints.
- Develops asset and credit related pricing assumptions for Structured Reinsurance transactions.
- Has responsibility for adequate treatment of all investment and ALM related risks during scoping and pricing phase of a transaction, including asset-related pricing assumptions
- Supports the business development team in analysing opportunities, developing new structures and products, preparing pitch books and acts as asset and ALM subject matter expert in client discussions.
- MBA/Master's degree in relevant field and 4+ years of relevant work experience, or
- Bachelor's degree with 6+ years of relevant work experience
- CFA or possibly Fellowship-level actuarial accreditation
- Fixed income management experience, especially for insurance companies
- ALM/LDI experience
- Experience in financial services, especially portfolio construction for life insurers, in either insurance/reinsurance, investment banking, asset management, or consulting roles