About the role
FinEx AI summary
Group ALM analytics role at FWD Insurance leading modelling and reporting teams. Develops ALM metrics, analytical tools, stochastic simulation and portfolio optimization models for SAA/TAA analysis, stress testing and risk monitoring. Also defines Group-wide ALM reporting requirements and builds model infrastructure.
Core skills
Asset Liability Management (ALM)Strategic Asset Allocation (SAA)Tactical Asset Allocation (TAA)Stochastic simulation modellingPortfolio optimizationKey-rate duration gap analysis