VP, Senior Portfolio Manager II
Develop liability-driven investment portfolios for RGA’s reinsurance transactions. The role combines fixed-income analytics, ALM and portfolio transition decisions in Japan and APAC.
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.
- Design target portfolios that meet return and liability constraints.
- Analyse existing assets and lead portfolio repositioning.
- Negotiate investment guidelines and improve new-business pricing tools.
What they ask for
Required
- Insurance asset management
- Asset-liability management
- Fixed-income portfolio analytics
- Excel and quantitative tools
- Japanese and English
- Investment leadership
Preferred
- Python or R and Copilot experience
- CFA, actuarial or CAIA credentials
- Insurance investment implementation
- Education
- Master’s preferred; no minimum degree stated.
- Experience
- At least 15 years of relevant work.
- Languages and tools
- Markets
- fixed-income, multi-asset
How to prepare
- Construct a liability-matched bond portfolio under investment constraints.
- Analyse duration, convexity and transition costs.
- Stress an insurance investment strategy across market and liquidity scenarios.
What to study
- Portfolio Theory and Quantitative Investment
- Fixed Income and Interest-Rate Models
- Quantitative Risk Management
The Treasury and ALM Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on RGA Reinsurance Company’s site before applying: requirements, location and pay can change after we check them.
View the posting on RGA Reinsurance Company’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with RGA Reinsurance Company and doesn’t handle applications.