Senior Quantitative Analyst Alm

5 days ago

Tygervalley, South Africa Sanlam Full time

Who are we?
Sanlam Specialised Finance (SanFin) is responsible for creation of shared value for Sanlam, its shareholders, policy holders, and societies with in which it operates by managing financial risk, developing financial products, and balance sheet optimisation, pursuing investments and financing opportunities in assets, sectors, markets, organisations, and geographies that enable maximum return within acceptable risk parameters. What will you do?
Building and validating quantitative models in support of the SanFin Markets Solutions’ business’ asset-liability management, product development and structuring activities. These activities span various asset classes including fixed income, currencies, equities. You will provide expert judgement/advice on quantitative assumptions and modelling approaches, including model development, implementation and validation across the business. What will be your key responsibilities?

**You will use your Quantitative Skills in the following Area**:
Asset-Liability Management
Funding and liquidity management
Derivative structuring
Balance sheet optimisation

Experience and Knowledge
B.Sc (Hons), BBusSc(Actuarial Science) or Masters in Financial Maths or Financial Engineering
Minimum of 6-8 years of experience in in building quant model libraries (in C# and other programming languages), designing trading and risk management tools across all asset classes
Experience in using trading and risk management systems, including building interfaces for different systems is preferable
Experience in derivative pricing, modelling and risk measurement is key
Qualification and Experience Degree with 6 to 8 years related experience Knowledge and Skills Pricing Analysis and Modeling Product Risk Mgmt Risk analysis and management Understands underlying theoretical stochastic models and the variety of numerical schemes required to develop, implement and maintain pricing models. Researches new models and numerical schemes. Ensures that all risks in trading book products are correctly valued. Personal Attributes Manages complexity - Contributing through others Financial acumen - Contributing through others Business insight - Contributing through others Balances stakeholders - Contributing through others Build a successful career with us
We’re all about building strong, lasting relationships with our employees. We know that you have hopes for your future - your career, your personal development and of achieving great things. We pride ourselves in helping our employees to realise their worth. Through its four business clusters - Sanlam Life and Savings, Sanlam Investment Group, Sanlam Emerging Markets, Santam, as well as MiWay and the Group Office - the group provides many opportunities for growth and development. Core Competencies Being resilient - Contributing through others Collaborates - Contributing through others Cultivates innovation - Contributing through others Drives results - Contributing through others Customer focus - Contributing through others Turnaround time
The Sanlam Group is committed to achieving transformation and embraces diversity. This commitment is what drives us to achieve a diverse, inclusive and equitable workplace as we believe that these are key components to ensuring a thriving and sustainable business in South Africa. The Group's Employment Equity plan and targets will be considered as part of the selection process.

  • Senior Research and Investment Analyst

    1 week ago

    Tygervalley, South Africa Sanlam Full time

    **Who are we?** Glacier by Sanlam brings together leading experts and respected financial services companies to meet clients’ investment needs. We deliver focused investment services through specialist teams, partner with acclaimed financial intermediaries and pride ourselves on our superior products and solutions and high quality service. We offer a...

  • Research & Investment Analyst

    17 hours ago

    Tygervalley, South Africa Sanlam Full time

    Who are we? Glacier by Sanlam brings together leading experts and respected financial services companies to meet clients’ investment needs. We deliver focused investment services through specialist teams, partner with acclaimed financial intermediaries and pride ourselves on our superior products and solutions and high quality service. We offer a...

  • Market and Client Research Analyst

    1 week ago

    Tygervalley, South Africa Sanlam Full time

    Who are we? Glacier by Sanlam brings together leading experts and respected financial services companies to meet clients’ investment needs. We deliver focused investment services through specialist teams, partner with acclaimed financial intermediaries and pride ourselves on our superior products and solutions and high quality service. We offer a...

  • Research Analyst

    10 hours ago

    Tygervalley, Western Cape, South Africa Sanlam Full time R1 000 000 - R1 500 000 per year

    Who are we?Sanlam Investment Group:The Sanlam Investment Group is uniquely equipped and positioned to deliver on its purpose of empowering generations to be financially confident, secure and prosperous. Through our vast in-house expertise and strategic partner networks, we can access all asset classes across the globe, private and public, actively and...

  • Digital Marketing Data Analyst

    5 days ago

    Tygervalley, South Africa Sanlam Full time

    Who we are? Sanlam Investments Group is one of South Africa’s largest investment management companies. We have a performance history spanning over 100 years, and offer a range of investment and financial planning solutions to protect and grow the long-term wealth of our clients. **We take particular pride in**: - Sanlam’s longevity and innovation -...

  • Investment Analyst

    1 week ago

    Tygervalley, South Africa Sanlam Full time

    Who are we? Sanlam Investments Multi Manager researches, identifies, blends and manages portfolios that give you access to the best investment managers, with the aim of achieving the best possible returns at the appropriate level of risk. We design and blend unique portfolios based on a deep understanding of our clients’ investment aims and a fundamental...

  • Senior Risk Analyst

    1 week ago

    Tygervalley, South Africa PSG Konsult Full time

    **Job description**: Will be responsible for overseeing all risk management activities for Distribution Wealth, performing accurate and independent analysis in relation to risk items (including operational incidents), and then present findings to the relevant risk manager and business management. Will also be required to evaluate and then enhance / automate...

  • Portfolio Manager: Multi-asset

    1 week ago

    Tygervalley, South Africa Sanlam Full time

    **Who are we?** Sanlam Investments Asset Management is the local active asset management house within Sanlam Investments. We offer a wide range of proven active investment management capabilities accross all asset classes with a solutions set that encompasses equities, fixed interest, absolute returns and multi-asset class investing. We offer unit trusts,...

  • Pricing Analyst

    5 days ago

    Tygervalley, South Africa PSG Insure Full time

    **Job Title: Pricing Actuary - Short-Term Insurance (Commercial and Personal Lines)** **Western National Insurance** Overview: We are actively seeking a highly skilled and motivated Pricing Actuary with specialized experience in both Commercial and Personal Lines of Short-Term Insurance to join our dynamic team. In this pivotal role, you will be...

  • Investment Analyst

    3 days ago

    Tygervalley, South Africa Sanlam Full time

    About Sanlam Corporate Our vision is to be the preferred partner to Corporate and Public Sector by providing an awesome client experience and comprehensive solutions that enable the financial resilience and prosperity of those entities and their employees. We tap into over 100 years of expertise to provide cost-effective Employee Benefits and Healthcare...