A slave isn't a server, it's a client type application. Network clients (almost) never use a specific port. Instead, they ask the OS for a random free port. This works much better since you usually run clients on many machines where the current configuration isn't known in advance. This prevents thousands of "client wouldn't start because port is already in use" bug reports every day.
You need to tell the security department that the slave isn't a server but a client which connects to the server and you absolutely need to have a rule which says client:ANY -> server:FIXED. The client port number should be >= 1024 (ports 1 to 1023 need special permissions) but I'm not sure if you actually gain anything by adding a rule for this - if an attacker can open privileged ports, they basically already own the machine.
If they argue, then ask them why they don't require the same rule for all the web browsers which people use in your company.