Asset Liability Specialist

2 weeks ago


Cape Town, Western Cape, South Africa Bridgena Barnard Personnel Group Full time
Hybrid / Remote Large Financial Service company needs a specialist for the Asset & Liability BUHybrid / Remote Large Financial Service company needs a specialist for the Asset & Liability BUMatricDegree in Actuarial (Honours and higher preferred in either Maths / Quants / programming) Good progress to qualify as ActuaryStakeholder relationship
  • IT / Actuarial / Risk Working exp in Actuarial space of 2 to 5 yearsExpertise in PythonPassion for finding automated programmable solutions in complex actuarial, quantitative finance and ALMAWS / SQL / GPU / Disaster recoveries /Quantitative finance / asset pricing models / valuation of financial derivatives Development and maintenance of the company ALM System including daily market data / fund prices / bootstrapping Stochastic asset return modellingLiability cash flow modellingProxy liability modellingHedging benchmark specificationPerformance attribution and dashboard reporting Dynamic HedgingRisk AppetiteLiability MandatesESG CalibrationProduct design etcRemuneration will include a Basic Salary, Plus Benefits such as P/Fund & M/Aid.
Incentive bonus once a year on top of package.#J-18808-Ljbffr

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