Asset Liability Manager (#420)
港区白金, 東京都
Full time Permanent
Insurance
Job description
We are seeking a highly skilled Asset Liability Manager (ALM Management) to lead a team of four professionals across three key areas: Asset & Liability Management (ALM), Investment Solutions and Separate Accounts. The successful candidate will play a pivotal role in managing balance sheet strategy, optimizing asset allocation, contributing to product development, and enhancing governance related to investment funds.
Key Responsibilities:
1. Asset & Liability Management (ALM)
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Leverage our client's group resources (ALM Hub) to propose strategic asset allocation (SAA) optimizing risk-adjusted returns under the Insurance Capital Standard (ICS)
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Analyze and monitor balance sheet sensitivities including duration gap, interest rates, equity, and foreign exchange exposure
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Support the development of insurance products through financial impact analysis
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Actively contribute to our client's group ALM Center of Expertise
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Facilitate and ensure the smooth operation of the company’s Investment & ALM Committee
2. Investment Solutions
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Based on balance sheet analysis, propose and structure strategic hedging and yield-enhancing diversification strategies (primarily around government bonds)
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Collaborate with internal and external stakeholders to implement approved investment strategies and solutions
3. Separate Accounts
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Monitor fund range, manage replacement of underperforming funds, and oversee the introduction of new funds
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Operate governance processes in collaboration
- Lead projects related to the replacement or launch of investment funds
Qualifications:
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Proven experience in ALM, investment strategy, or treasury-related roles in the financial or insurance sector
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Strong analytical and quantitative skills with the ability to interpret complex data for strategic decision-making
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Deep understanding of both assets and liabilities, including insurance product knowledge
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Excellent communication and stakeholder management skills to collaborate across departments and levels
- Fluent in both Japanese and English (business level)
Preferred:
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Professional certifications such as CFA, CMA, or Actuarial credentials
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Expertise in financial engineering, risk management, or structured products
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Experience with ICS or other regulatory capital frameworks
Language requirement
Working hours
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