Head of Asset Allocation and Product Investment Portfolio Pricing jobs in United States
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Martello Re · 2 months ago

Head of Asset Allocation and Product Investment Portfolio Pricing

positionUnited States
timeFull-time
remoteOnsite
seniorityDirector/Executive
date10+ years exp

Martello Re is building a distinctive reinsurance offering grounded in exceptional client service and innovative solutions. The Head of Asset Allocation & Product Investment Portfolio Pricing plays a critical leadership role, leading a team responsible for building asset allocation portfolios to support business objectives across reinsurance products, focusing on asset-liability management and regulatory considerations.

Financial ServicesInsuranceLife Insurance
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H1B Sponsor Likelynote

Responsibilities

Lead and manage the asset allocation and portfolio pricing team responsible for supporting all reinsurance product lines, including pension risk transfer, annuity, and other life and retirement products
Develop and design target asset allocation mixes to optimize portfolio construction for business pricing, profitability and regulatory capital efficiency
Determine expected yields and risk-adjusted metrics to ensure portfolios meet business objectives and risk appetite
Collaborate with external investment managers to assess achievable spreads, investment volumes, and market opportunities across all asset classes
Utilize optimization engines and quantitative models to construct optimal portfolios that balance economic returns with risk management
Manage and monitor key portfolio risks, including credit risk, duration risk, and asset-liability management (ALM) risk
Ensure asset portfolios are aligned with business pricing needs and support the competitiveness of reinsurance products
Provide strategic input and reporting to senior management on portfolio performance, market trends, and investment opportunities
Foster a high-performing team culture focused on innovation, analytical rigor, and continuous improvement in asset allocation and pricing methodologies
Perform other duties as assigned

Qualification

Asset allocationLiability-driven investingInvestment managementCFA charter holderRisk-adjusted performanceAnalytical skillsLeadership skillsCommunication skillsStrategic thinkingCollaboration skills

Required

Degree in finance, economics, business, mathematics, or a related field
10+ years of relevant experience in investment management, preferably within insurance, reinsurance, or asset management environments
Experience in asset allocation and relative value concepts for insurance companies
Experience in designing asset portfolio for life and annuity products is strongly desired
Proven experience managing investment teams
Experience at a life and annuity insurance or reinsurance company
Knowledge of liability-driven investing and understanding of asset-liability management (ALM)
Familiarity with regulatory frameworks such as U.S. statutory accounting and/or Bermuda insurance regulations
Deep understanding of capital markets, investment strategies, and risk-adjusted performance evaluation
Strong leadership, collaboration, and communication skills; able to influence at all levels of the organization
Strategic thinker with a hands-on, execution-oriented mindset
Exceptional analytical and decision-making skills, with the ability to synthesize complex information
High ethical standards and a commitment to professional excellence
Ability to manage multiple priorities in a fast-paced, dynamic environment
Experience leading cross-functional initiatives and managing external partnerships

Preferred

CFA charter holder designation preferred

Company

Martello Re

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Martello Re is a reinsurer that offers reinsurance to life insurers and support in asset-intensive life insurance and annuity businesses.
dateFounded in 2022
location
Hamilton, Hamilton, BMU
people-size51-200 employees
web-link
https://www.martellore.com

H1B Sponsorship

Martello Re has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (6)
2024 (4)
2023 (2)

Funding

Current Stage
Growth Stage
Total Funding
$1.29B
2024-07-23Private Equity· $935M
2024-07-23Debt Financing· $360M

Leadership Team

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Dennis Ho
Chief Executive Officer
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Recent News

Business Wire
AM Best Affirms Credit Ratings of Massachusetts Mutual Life Insurance Company and Its Subsidiaries
2025-10-24
PR Newswire
Martello Re announces closing of $1.3 billion capital raise consisting of $935 million in equity and a $360 million upsize of the Company's credit facility
2024-12-28
Bloomberg
Martello Re Seeks at Least $800 Million of New Equity
2024-05-21
Company data provided by crunchbase