Director of Asset Modelling & ALM Analytics

FWD Group Management Holdings Limited; Hong Kong; On-site; HKD 1,200,000 - 2,000,000; Full time

Job summary

FWD Group is seeking an ALM Analytics Lead to develop and enhance the Group's asset modelling capabilities, including valuation models, ESG tooling and stress testing within a market-consistent framework. The role focuses on asset risk analytics, model governance and data quality.

You will collaborate with actuarial, finance and risk functions across markets to provide clear commentary on asset risk positions, support SAA/TAA and portfolio optimization, and deliver governance materials for

Qualifications

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

Responsibilities

• Develop and automate asset valuation models across asset classes.
• Create and maintain ESG and market risk factor models.
• Support portfolio optimization and asset return modelling.
• Ensure model governance, data quality, and documentation.
• Provide analysis on asset risk positions for governance forums.

Skills

Asset modelling

Quantitative finance

Python

R

Matlab

Stochastic simulation

ESG modelling

Communication

Education

Degree in Quantitative Finance, Economics or Mathematics

CFA / FRM or equivalent

Tools

Python

R

Matlab

Job description

FWD Group is seeking an ALM Analytics Lead to develop and enhance the Group's asset modelling capabilities, including valuation models, ESG tooling and stress testing within a market-consistent framework. The role focuses on asset risk analytics, model governance and data quality.

You will collaborate with actuarial, finance and risk functions across markets to provide clear commentary on asset risk positions, support SAA/TAA and portfolio optimization, and deliver governance materials for