Principal, ALM & Portfolio Manager
Core
Designing bespoke hedging and investment strategies to match insurance capital with alternative assets for APAC cedant insurers.
Role type
Principal, Asset-Liability Management (ALM) & Portfolio Manager
Builds
Strategic asset allocation (SAA) proposals, hedge execution plans, and performance attribution reports for insurance liabilities.
Domain
Insurance capital management, alternative asset allocation, derivatives hedging (FX/IR)
Deliverable
production ML models | product features | dashboards & analysis | client delivery
Required skills
FX & IR hedge design, ALM depth, SAA construction, stakeholder integration, quantitative proficiency, performance reporting
Preferred skills
Regulatory reporting fluency, market-risk stress testing, performance attribution, collateral/CSA familiarity, executive storytelling
Technologies
Python, Excel
Responsibilities
Construct strategic-asset-allocation and hedge proposals; coordinate asset purchases and hedge execution; monitor combined asset/liability/hedge performance; facilitate cross-functional forums on deal pricing; partner with derivatives desk on FX/IR hedges; define requirements for ALM tools and run scenarios; produce management and board performance packs.
Seniority
Principal, strategy & mentorship
