Senior Portfolio Architect – Insurance ALM & Hedging

InforCapital, partnership; El Segundo, Northern (CA, KY); Hybrid; USD 180,000 - 240,000; Full time

Job summary

Apollo Global Management is seeking a Principal for ISG’s portfolio management with a focus on Athene’s APAC business. You will price new business, deploy hedges, and monitor asset/liability/hedge performance across Bermuda, LA, NY, and Tokyo.

Candidate thrives in cross-functional work with strong quantitative skills and experience in insurance ALM. The role requires leadership across time zones, strategic asset allocation, and proactive optimization of existing books.

Qualifications

• FX & IR hedge expertise with experience collaborating with derivatives desks.
• ALM depth and SAA construction for life-insurance liabilities.
• Quantitative modelling and validation using Python/Excel tools.

Responsibilities

• Price New Business: build strategic asset allocations and hedge proposals for deal pricing.
• Deal Deployment: coordinate asset purchases and hedge execution to align cash flows and liquidity.
• In-Force Management & Optimization: monitor asset/liability/hedge performance and propose rebalancing ideas.
• Stakeholder Integration: lead cross-functional forums for deal pricing and performance reviews.
• Hedge & ALM Alignment: design FX/IR hedges with the derivatives desk and refine as needed.
• Model Stewardship & Insight Generation: oversee ALM tooling and translate outputs into actionable recommendations.
• Performance Reporting: produce concise management and board packs with asset/liability analysis.
• Process Advancement: promote best practices and new ideas across teams.

Skills

FX & IR hedge expertise

ALM & SAA design

Stakeholder management

Entrepreneurial drive

Quantitative proficiency

Education

Qualified Actuary

CFA Charterholder

Tools

Python

Excel

Job description

Apollo Global Management is seeking a Principal for ISG’s portfolio management with a focus on Athene’s APAC business. You will price new business, deploy hedges, and monitor asset/liability/hedge performance across Bermuda, LA, NY, and Tokyo.

Candidate thrives in cross-functional work with strong quantitative skills and experience in insurance ALM. The role requires leadership across time zones, strategic asset allocation, and proactive optimization of existing books.