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Junior ALM Modelling Specialist

Junior ALM Modelling Specialist

Job Title: Junior ALM Modelling Specialist
Location: Western Cape
Industry:
Reference: JN -052019-16386
Contact Name: Shelly Marais
Contact Email: Shelly Marais
Job Published: September 04, 2019 15:55

Job Description

Duties include but are not limited to: 
  • The primary focus of the role will be on the development of technical modelling solutions within Python, SQL, and/or other modelling solutions and web-based platforms, in support of extending and enhancing the dynamic hedging capability deployed across 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. 
  • The role will also provide support to a range of functional deliverables of the ALM function, such as the daily Dynamic Hedging process, integrated Risk Appetite modelling, Liability Driven Investment mandate optimisation, ALM risk adjusted performance monitoring, real world and risk neutral ESG calibrations, non-hedgeable risk pricing, market risk transfer processes, product design support to centres of excellence, and executive stakeholder reporting. 
 
Required experience: 
  • BSc Actuarial Sciences or similar 
  • CT exams completed or nearly completed 
  • Financial Services experience 
  • Python advantageous or willing to learn Python 

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