Asset Liability Specialist

Hybrid / Remote Large Financial Service company needs a specialist for the Asset & Liability BU

Matric

Degree in Actuarial (Honours and higher preferred in either Maths / Quants / programming)

Good progress to qualify as Actuary

Stakeholder relationship - IT / Actuarial / Risk

Working exp in Actuarial space of 2 to 5 years

Expertise in Python

Passion for finding automated programmable solutions in complex actuarial, quantitative finance and ALM

AWS / 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 modelling

Liability cash flow modelling

Proxy liability modelling

Hedging benchmark specification

Performance attribution and dashboard reporting

Dynamic Hedging

Risk Appetite

Liability Mandates

ESG Calibration

Product design etc

Remuneration will include a Basic Salary, Plus Benefits such as P/Fund & M/Aid. Incentive bonus once a year on top of package

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