ALM Portfolio Analyst

Sanlam Group's job vacancy, Career and Recruitment

Job title : ALM Portfolio Analyst – Sandton jobs in Gauteng

Job Location : Gauteng, Johannesburg

Deadline : April 26, 2024

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What will you do?

Assist with Asset Liability Management within Sanlam Financial Markets.

What will be your key responsibilities

Your key responsibilities will include assisting with

Management of financial risk, including market and liquidity risk
The development and execution of hedging strategies
Ensuring a fit-for-purpose control environment relating to the execution of financial instruments and risk management
Facilitating balance sheet optimisation transactions

Qualifications
B.Sc (Hons), BBusSc(Actuarial Science)
Masters in Financial Maths, Financial Engineering or similar

Experience and Knowledge
Minimum of 2-5 years of experience in a Quantitative Analytics (or related) role, designing trading and risk management tools across different asset classes.
Experience in derivative pricing, modelling and risk measurement is key.

Knowledge and Skills
Pricing, analysis and modeling
Market and liquidity risk analysis and management
Understanding of underlying theoretical stochastic models and various numerical methods required to develop, implement and maintain pricing models.
Actuarial problem solving
Financial markets knowledge
Good communication skills
Stakeholder and client management

*Accounting / Financial Services jobs in south africa
*ALM Portfolio Analyst – Sandton in Johannesburg

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