This role forms part of a team of experienced ALM practitioners, dynamic hedging specialists, programmers and actuaries in a fast-paced, innovation and delivery-orientated function. The position will be responsible for the technical implementation of cloud-based systems and processes that is in support of the Group and dynamic hedging platforms both in respect of the management of existing exposures as well as the design and launch of new product features at Group Finance & BSM.
Responsibilities and work outputs:
- The primary focus of the role will be on the development of technical modelling solutions within Python, SQL, and/or other modelling solutions and cloud-based platforms, in support of extending and enhancing the dynamic hedging capability deployed across Group's shareholder risk appetite and policyholder product needs. This includes also the development of the Internal Model Office used for integrated balance sheet wide market risk management and risk appetite purposes
- Drive and support effective teamwork within the department.
- Engage in appropriate training interventions to promote own professional development.
- Ensure to demonstrate the company's values on a daily basis.
Experience, Qualifications and skills:
- Must have experience in Python, or other similar languages, and a passion for finding automated programmable solutions to highly complex problems is essential.
- PhD or Masters level degree in programming, applied computer science, mathematics, quantitative finance or comparable is required.
- An exceptional academic record (to include transcripts).
- Solid understanding of quantitative finance.
- Experience in a Dynamic Hedging, Life Insurance ALM or Stochastic Modelling context.
- Must have 2 to 5 years' experience.
- Proven applied experience in the financial service sector.
- Exceptional programming and quantitative skills, with a dedication to technical excellence.
- An attention to detail.
- Drive for results.
- Able to manage stress, pressure and competing demands.
- Strong desire to add value and make a difference.
- Self-starter - can run independently with complex projects.