Flight Crew Air Transport Pilot (ATP)
Workload
Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance
Flight Crew Returned To Clearance
Human Factors
We were flying into Aspen; we went missed because we didn't have the airport environment insight. On the missed approach we were task saturated with the missed approach. We were in addition trying to calculate fuel to see if we could hold for another attempted approach. We decided to hold. Received our holding instruction; and as I as pilot monitoring input the wrong holding instruction into the FMS. I put a SE hold at DBL instead of a NW hold at DBL.During the missed approach in a mountainous terrain airport; we were task saturated; switched frequencies; executing a complicated missed approach; and we were issued a long holding instruction that we read back properly but input improperly into the FMS. We caught our mistake and fixed the hold in the FMS and corrected out holding track. In the future I will ask for radar vectors to catch up with the aircraft inside and outside before asking or accepting a holding clearance. It was due to the task saturation why we made the mistake.
Air Carrier First Officer reported after a missed approach at ASE; they entered a SE holding pattern into the FMS instead of a NW pattern.