Principal, ALM & Portfolio Manager

Requirements

• Regulatory & reporting fluency - Understanding of US STAT, US GAAP, and US Tax frameworks, plus familiarity with market-value regimes (EBS, Solvency II, ICS).
• Market-risk & stress testing - Experience developing liquidity and market-risk metrics, including bespoke stress scenarios.
• Performance attribution - Proven ability to attribute performance across a combined asset, liability, and hedge portfolio.
• Collateral / CSA familiarity - Knowledge of reinsurance collateral structures and VM/IM processes.
• Quant toolkit leadership - Ability to scope, project-manage, and review/validate enhancements to Python- or Excel-based analytical tools.
• Executive storytelling - Skill in crafting board-quality slide decks and narratives.
• Academic credentials - Degree in Mathematics, Statistics, Engineering, Finance, Economics, or a comparable quantitative discipline.
• Firm Overview
• Our Purpose & Core Values
• Our clients rely on our investment acumen to help sec

Benefits

Additional Information

Position Overview Apollo Global Management is a leading alternative asset manager with ~$800bn AUM including~$350bn at retirement services subsidiary Athene. Apollo Insurance Solutions Group (ISG) bridges the two organizations by matching Athene insurance capital to Apollo Global Management assets. We are hiring a Principal for ISG's portfolio management business with a focus on Athene's growing APAC insurance business. The business wins liabilities from cedant insurers by adding value through bespoke hedging and investment strategies. Your mission is to blend specialist insights-pricing, derivatives, risk, allocations, finance, and reporting-into asset-strategy recommendations for new treaties and optimization ideas for the in-force book. The remit spans Bermuda, Los Angeles, New York, and occasionally Tokyo. The suits ambitious professionals who relish high-impact collaboration. Primary Responsibilities: Price New Business - Construct strategic-asset-allocation (SAA) and hedge proposals to package into a deal-pricing deck Deal Deployment - Coordinate asset purchases and hedge execution so cash flows, capital, and liquidity align on day one In-Force Management & Optimization - Monitor combined asset/liability/hedge performance, liquidity, and capital efficiency; Create rebalancing ideas and drive model & data enhancements Stakeholder Integration - Facilitate cross-functional forums to discuss deal pricing and performance Hedge & ALM Alignment - Partner with the derivatives desk to design and monitor FX/IR hedges; assess effectiveness and recommend refinement Model Stewardship & Insight Generation - Define requirements for Python- or Excel-based ALM tools; steer quant resources; run scenarios and translate outputs into actionable recommendations. Performance Reporting - Produce concise management and board packs that attribute results across assets, liabilities, and hedges while highlighting optimization opportunities. Process Advancement - Promote best practices and new ideas through influence and collaboration Qualifications & Experience FX & IR hedge expertise - Direct experience collaborating with a derivatives desk on hedge design and monitoring. ALM depth & SAA construction - Strong command of duration and cash-flow matching for life-insurance liabilities and hands-on involvement in strategic-asset-allocation design. Stakeholder-management excellence - Ability to synthesize diverse inputs, lead virtual meetings across multiple time zones, and build consensus Entrepreneurial drive - Self-starter who enjoys building processes in a flat, idea-driven setting; comfortable with outcome-oriented schedules beyond standard office hours. Quantitative proficiency - Skilled at running and interpreting Python/Excel/ALM models; able to guide quants and validate results (coding not required). Experience - 8+ years in insurance ALM management, treasury, or a related function. Qualifications - Qualified Actuary, CFA Charterholder or similar professional designation.

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