Al-Hilal finished the Saudi Pro League season eight points behind new champions Al-Ittihad, and sacked Portuguese coach Jorge Jesus last month after his team were knocked out of the Asian Champions League Elite semi-finals.
Inzaghi was appointed just days after his former club Inter Milan lost the Champions League final against PSG.
“It might look like it’s something that came quickly, but it’s the result of hard work,” said Calzada.
“He was playing a massive match and asked [us] to keep things aside until after the final, it was decided but not signed before the final, just because out of respect he asked us to wait, which is certainly fair enough.
“This season we came off second, that’s below par for what is expected from us.
“And very simply what we expect from the new coach is that he helps us to win again and to re-establish our championship.”
Al-Hilal begin their Club World Cup campaign against Real Madrid on Wednesday in a repeat of the final of the 2022 tournament.
Real Madrid won 5-3 in Morocco, with Vinicius Jnr and Federico Valverde each scoring twice and Karim Benzema – now of Saudi club Al-Ittihad – also on target. Al-Hilal responded through Moussa Marega and two from Luciano Vietto.
“It’s a huge opportunity for us to show our product, [and] to also test our level as well, because we don’t have so many opportunities,” said Calzada.
“We’re not here to exchange shirts with Real Madrid players, or only for the exposure.
“We have a very talented squad, with the addition of a world-renowned new coach with us and with that we go to the tournament with the maximum ambition.”
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