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)

  • Leverage our client's group resources (ALM Hub) to propose strategic asset allocation (SAA) optimizing risk-adjusted returns under the Insurance Capital Standard (ICS)

  • Analyze and monitor balance sheet sensitivities including duration gap, interest rates, equity, and foreign exchange exposure

  • Support the development of insurance products through financial impact analysis

  • Actively contribute to our client's group ALM Center of Expertise

  • Facilitate and ensure the smooth operation of the company’s Investment & ALM Committee

2. Investment Solutions

  • Based on balance sheet analysis, propose and structure strategic hedging and yield-enhancing diversification strategies (primarily around government bonds)

  • Collaborate with internal and external stakeholders to implement approved investment strategies and solutions

3. Separate Accounts

  • Monitor fund range, manage replacement of underperforming funds, and oversee the introduction of new funds

  • Operate governance processes in collaboration

  • Lead projects related to the replacement or launch of investment funds
     

Qualifications:
 

  • Proven experience in ALM, investment strategy, or treasury-related roles in the financial or insurance sector

  • Strong analytical and quantitative skills with the ability to interpret complex data for strategic decision-making

  • Deep understanding of both assets and liabilities, including insurance product knowledge

  • Excellent communication and stakeholder management skills to collaborate across departments and levels

  • Fluent in both Japanese and English (business level)
     

Preferred:
 

  • Professional certifications such as CFA, CMA, or Actuarial credentials

  • Expertise in financial engineering, risk management, or structured products

  • Experience with ICS or other regulatory capital frameworks

Language requirement

Japanese (Business), English (Business)

Working hours

9:00-18:00

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