Asset Modelling & ALM Strategy Lead

FWD Life Insurance Corporation; Hong Kong; On-site; HKD 1,500,000 - 2,500,000; Full time

Job summary

FWD Group in Hong Kong is seeking an experienced ALM Analytics Lead to develop and enhance asset valuation models and risk analytics across asset classes. You will drive automation, contribute to governance, and collaborate with actuarial, finance, and risk teams to ensure robust risk assessment.

The role requires advanced quantitative programming skills and a strong background in asset modelling, stochastic simulation, and market risk factors.

Qualifications

• 10+ years of experience in asset modelling, quantitative finance or risk management.
• Degree in Quantitative Finance, Economics, Mathematics or related discipline.
• Professional qualification (CFA / FRM or equivalent) strongly preferred

Responsibilities

• Develop, maintain and drive automation of asset valuation models for various asset classes (fixed-income, alternatives, real estate, derivatives).
• Develop and maintain Group economic scenario generator (ESG) models for market risk factors.
• Support SAA/TAA and portfolio optimization through asset return modelling and stochastic simulation.
• Provide advice on economic risk calibrations of different asset classes.
• Provide timely inputs to ALM risk metric monitoring, focusing on valuation and stress testing.
• Ensure model governance, data quality, validation and controls with documentation and policies.
• Provide clear analysis and commentary on changes in asset risk positions.
• Act as SME on asset risk analytics and collaborate with actuarial, finance and risk teams.

Skills

Python

R

MATLAB

Education

Degree in Quantitative Finance, Economics, Mathematics or related discipline

CFA/FRM or equivalent (preferred)

Job description

FWD Group in Hong Kong is seeking an experienced ALM Analytics Lead to develop and enhance asset valuation models and risk analytics across asset classes. You will drive automation, contribute to governance, and collaborate with actuarial, finance, and risk teams to ensure robust risk assessment.

The role requires advanced quantitative programming skills and a strong background in asset modelling, stochastic simulation, and market risk factors.