Director/Senior Manager, Group Investments (ALM Modelling)
Develop asset valuation and economic scenario models for FWD’s group investment team. The work supports insurance ALM, stress testing and stochastic portfolio allocation.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Maintain valuation models and duration or convexity analytics.
- Develop scenario generators for market risk factors.
- Support allocation decisions through return models and simulation.
- Explain asset-risk changes and maintain model controls.
What they ask for
Required
- Asset valuation and risk factors
- Stochastic simulation
- Quantitative programming
- Stress-testing methods
- Model governance
Preferred
- CFA or FRM
- Education
- Academic qualification in mathematics, economics, quantitative finance or a related subject; level not specified.
- Experience
- Over a decade working in quantitative finance, asset models or risk management.
- Languages and tools
- Markets
- fixed-income, multi-asset
How to prepare
- Build correlated market scenarios for an insurance portfolio.
- Value a bond portfolio and compute key-rate durations.
- Compare strategic allocations under stochastic liability and asset assumptions.
What to study
- Portfolio Theory and Quantitative Investment
- Fixed Income and Interest-Rate Models
- Quantitative Risk Management
The Treasury and ALM Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on FWD Group Management Holdings Limited’s site before applying: requirements, location and pay can change after we check them.
View the posting on FWD Group Management Holdings Limited’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with FWD Group Management Holdings Limited and doesn’t handle applications.