27.05.2024
Asset Liability Specialist
Bridgena Barnard Personnel Group
South Africa, Cape Town
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 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 . #J-18808-Ljbffr
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