ALM Analytics Director - Asset Modelling & Risk

FWD Life Insurance Public Company Limited; Hong Kong; On-site; HKD 1,400,000 - 2,100,000; Full time

Job summary

FWD Life Insurance Public Company Limited in Hong Kong seeks an experienced ALM Analytics professional to develop asset valuation models and ESG risk tools. You will support asset allocation and portfolio optimization through stochastic simulations and risk factor analysis.

The role emphasizes governance, data quality, and clear stakeholder communication across actuarial, finance and risk teams. A CFA/FRM or equivalent is preferred.

Qualifications

• Solid understanding of asset classes and their risk characteristics.
• Knowledge of yield curves, credit spread, equity, FX modelling approaches.
• Strong programming skills in Python, R, Matlab or equivalent.

Responsibilities

• Develop and automate asset valuation models across asset classes.
• Build and maintain ESG and market risk factor models.
• Support SAA/TAA and portfolio optimization via asset return modelling.
• Calibrate economic risk across asset classes.
• Monitor asset-related valuation and stress testing metrics.
• Ensure model governance, data quality, validation and controls with documentation.
• Provide asset risk analytics insights to Group and BU functions.
• Prepare materials for GALMCO, GRC and governance forums.

Skills

Asset modelling

Quantitative finance

Python

R

Matlab

Stochastic simulation

ESG modeling

Asset risk analytics

Data governance

Communication skills

Education

Bachelor's/Master's in Quantitative Finance/Economics/Mathematics

CFA/FRM or equivalent (strongly preferred)

Job description

FWD Life Insurance Public Company Limited in Hong Kong seeks an experienced ALM Analytics professional to develop asset valuation models and ESG risk tools. You will support asset allocation and portfolio optimization through stochastic simulations and risk factor analysis.

The role emphasizes governance, data quality, and clear stakeholder communication across actuarial, finance and risk teams. A CFA/FRM or equivalent is preferred.