Judaism does assert an afterlife

This is a widespread myth accepted by many liberal and/or secular Jews (and even some modern rabbis), and repeated in this film, that Jews do not believe in an afterlife. This is a nontraditional belief. It's true that Judaism is focused on life and deeds, and says little about the nature of the world to come; the practical focus of the religion is not on the hereafter but on the long task of repairing the world to render it worthy of the coming Messiah. That there is more to life than our three score and ten filled with "trouble and sorrow" (Psalm 90:10) is fundamentally inherent.

See the Wikipedia page on Jewish eschatology:

https://en.wikipedia.org/wiki/Jewish_eschatology#.22The_world_to_come.22

Although Judaism concentrates on the importance of the Earthly world (Olam Ha'zeh — "this world"), all of classical Judaism posits an afterlife. The hereafter is known as 'olam ha-ba (the "world to come", עולם הבא in Hebrew), and related to concepts of Gan Eden (the Heavenly "Garden in Eden", or paradise) and Gehinom.

Conservative Judaism has generally retained the tenet of the bodily resurrection of the dead, including traditional references to it in the liturgy. However, many Conservative Jews interpret the tenet metaphorically rather than literally. Conservative Judaism both affirms belief in the world beyond (as referenced in the Amidah and Maimonides' Thirteen Precepts of Faith) while recognizing that human understanding is limited and we cannot know exactly what the world beyond consists of.

Reform and Reconstructionist Judaism have altered traditional references to the resurrection of the dead ("who gives life to the dead") to refer to "who gives life to all". Reform and Reconstructionist Judaism affirm belief in the afterlife, though they downplay the theological implications in favor of emphasizing the importance of the "here and now," as opposed to reward and punishment.