Head of Asset Allocation and Product Investment Portfolio Pricing at Martello Re

City of Hamilton, North Carolina, Bermuda -

Full Time

Start Date

Immediate

Expiry Date

09 Feb, 26

Salary

0.0

Posted On

11 Nov, 25

Experience

10 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Asset Allocation, Portfolio Pricing, Investment Management, Risk Management, Leadership, Collaboration, Analytical Skills, Decision-Making, Communication Skills, Strategic Thinking, Regulatory Knowledge, Credit Risk Management, Duration Risk Management, Asset-Liability Management, Quantitative Models, Market Analysis

Industry

Financial Services

Description

Essential Duties and 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. Required Education and Experience Degree in finance, economics, business, mathematics, or a related field. CFA charter holder designation preferred. 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. Required Skills 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. Supervisory Responsibilities Directly supervises the asset allocation and pricing team and is responsible for team development and performance management. Mentor and develop junior team members, supporting career path planning and professional growth. Location and Travel Martello Re welcomes applications from candidates located in Bermuda, within commuting distance of our Charlotte, NC office, or remotely from the Eastern United States and other states where we currently operate. We are proud to be an equal opportunity employer and consider all qualified applicants without regard to race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, gender identity, or any other legally protected status. Regular domestic and occasional international travel may be required (approximately 20–30%) for meetings with clients, partners, and external managers. Physical Requirements Prolonged periods of sitting at a desk and working on a computer. Must be able to lift 15 pounds at times. Note for Recruitment Agencies We kindly request that you do not forward any resumes to Martello Re employees unless specifically requested for this position or other roles within our organization. Martello Re bears no responsibility for fees related to unsolicited resumes. Note to Applicants Personal Information collected is used for recruitment purposes only and will be shared with hiring managers and those involved in the hiring process. We may retain your personal information for a reasonable period in compliance with applicable regulations, typically one year post application submission, to enable us to match your details with other suitable job opportunities that may arise from time to time, unless otherwise requested. Please refer to Martello Re’s Privacy Notice for further information on your rights and how we protect your personal information: Privacy Notice– Martello Re.

Responsibilities

Lead and manage the asset allocation and portfolio pricing team to support reinsurance product lines. Develop target asset allocation mixes and collaborate with external investment managers to optimize portfolio construction.