Asset Liability Specialist

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

POSITION INFO:
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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