Asset Liability Specialist

Remuneration:	R65000 - R85000
Location:	CPT - Northern Suburbs
Reference:	#CPT001546/CTBBP
Company:	Bridgena Barnard Personnel Group

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

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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Posted on 29 Apr 09:47, Closing date 25 May