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Assets and Liability Management Specialist

Vacancy Details

Reference No.



Our client, a leading financial services provider, is seeking an Assets and Liability Manager responsible for the development and implementation of hedging as well as other risk management solutions.


  • Modelling of guarantees underlying guaranteed investment and annuities products
  • Develop and implement hedging solutions that guarantees underlying guaranteed investment and annuity products
  • Develop and implement risk monitoring metrics for guarantees underlying guaranteed investment and annuity products.
  • Model capital requirements of guaranteed investment and annuity products
  • Research, develop and improve existing hedging solutions and capital management
  • Participate in product development as subject matter expert providing specialist technical input on investment guarantee modelling, pricing and hedging


  • Bachelor Degree in Actuarial Science or Financial Risk Management
  • Senior actuarial student, nearly qualified actuary or newly qualified actuary
  • At least 4 years work experience
  • Experience in an asset-liability matching environment will be an advantage
  • Skills in modelling complex investment and insurance related liabilities, with a particular focus on stochastic modelling
  • Skills in asset-liability matching and hedging of complex liabilities
  • Excellent programming skills. Knowledge of Excel VBA, MATLAB and Python programming will be an advantage

Kindly note, if you have not heard from us within two weeks of your application please consider it unsuccessful

Position Type


Work Level



Market Related


Banking/Finance And Investment

Salary Type



Cost To Company

Affirmative Action


Geographic Location

Western Cape