Why the PTR record matters
When your server opens a connection to another mail server, the first thing that server does is ask who this address is. If there is no PTR record, or it returns a generic name from the address pool of the provider, the message is scored much harder, and some servers close the connection before the message is even sent.
A correct setup is symmetric: the PTR record returns the host name of the server, and that host name has an A or AAAA record pointing back to the same address. The match is called forward confirmed reverse DNS, and it is what receiving servers check.
Who can create a PTR record
A PTR record lives in the reverse zone of the address block, which belongs to whoever holds the addresses, not to the owner of the domain. That is why it cannot be added in the DNS panel where the rest of your records are. Request it from the hosting company or the data centre that issued the address, and say which host name it should return.