AVP, Group ALM & Investment Analytics

FWD Insurance; Hong Kong; On-site; HKD 1,500,000 - 2,100,000; Full time

Job summary

FWD Group seeks an accomplished ALM professional to lead modelling and reporting for Group ALM, risk management, and capital analytics. You will define metrics, build analytical tools, and roll out standardized reporting across the Group.

The role requires extensive experience in life insurance ALM, stochastic simulations, and robust data governance to support informed decision-making and regulatory compliance.

Qualifications

• 12+ years of experience in finance, investment, actuarial, or risk management functions of life insurance companies.
• Professional qualification from internationally recognized professional body (e.g. FSA / FIA / CFA / FRM or equivalent).
• Degree in Actuarial, Finance, Economics, Mathematics or related discipline.

Responsibilities

• Lead modelling and reporting teams to deliver analytics for ALM/SAA decisions and risk management.
• Define ALM metrics and develop analytical tools for risk measurement and monitoring against risk limits.
• Roll out Group-wide ALM reporting requirements, templates, and guidance with regular reviews.
• Consolidate and report ALM positioning to Group management.
• Build model infrastructure and strengthen ALM-modelling capabilities across the Group.
• Develop and automate asset, liability and risk analytic models, including stochastic simulations.
• Develop portfolio optimization models to assist SAA/TAA analyses and decisions.
• Define modelling approaches for assets and liabilities to perform sensitivity analyses and ensure consistent measurements.
• Advise on risk parameter calibrations for economic capital and other valuations.
• Ensure data quality in ALM-related models in line with Group policies.

Skills

Quantitative modelling

Stochastic simulations

Risk analytics

ALM frameworks

Data governance

Education

Actuarial/finance degree

Professional qualification (FSA/FIA/CFA/FRM)

Job description

FWD Group seeks an accomplished ALM professional to lead modelling and reporting for Group ALM, risk management, and capital analytics. You will define metrics, build analytical tools, and roll out standardized reporting across the Group.

The role requires extensive experience in life insurance ALM, stochastic simulations, and robust data governance to support informed decision-making and regulatory compliance.