Senior ALM & Asset Risk Analytics Director

FWD Insurance; Hong Kong; On-site; HKD 900,000 - 1,700,000; Full time

Job summary

FWD Group in Hong Kong seeks an experienced ALM Analytics Lead to develop, maintain and enhance asset valuation models, ESG and stress testing tools for market-consistent asset-side analytics.

The role demands 10+ years in asset modelling or risk management, a quantitative degree, strong programming skills (Python, R, Matlab) and collaboration with actuarial, finance and risk teams. This is a senior, governance-focused position.

Qualifications

• 10+ years of experience in asset modelling, quantitative finance or risk management.
• Professional qualification (CFA / FRM or equivalent) strongly preferred.

Responsibilities

• Develop, maintain and drive automation of asset valuation models for various asset classes, including fixed-income, alternatives and real estate.
• 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 metrics monitoring focused on asset valuation and stress testing.
• Ensure model governance, data quality, validation, and controls with clear documentation.
• Act as SME on asset risk analytics and collaborate with Group and BU functions.

Skills

Asset modelling

Quantitative finance

Risk management

Python

R

Matlab

Stochastic simulation

Data governance

Education

Degree in Quantitative Finance

Degree in Economics

Degree in Mathematics

Professional qualification (CFA/FRM)

Tools

Python

R

Matlab

Job description

FWD Group in Hong Kong seeks an experienced ALM Analytics Lead to develop, maintain and enhance asset valuation models, ESG and stress testing tools for market-consistent asset-side analytics.

The role demands 10+ years in asset modelling or risk management, a quantitative degree, strong programming skills (Python, R, Matlab) and collaboration with actuarial, finance and risk teams. This is a senior, governance-focused position.