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Junior Asset Liability Management Specialist

Vacancy Details

Reference No.

CS-42454

Synopsis

A leading financial services group is currently seeking an individual to assume the role of Junior Asset Liability Management Specialist. The successful incumbent will be responsible for the execution of dynamic hedging processes for the organisation’s investment and annuity portfolios.

Description

  • Execute dynamic hedging processes on a daily basis.
  • Maintain and update input databases used for dynamic hedging processes.
  • Run dynamic hedging models.
  • Rebalance asset portfolios.
  • Prepare reports on dynamic hedging results on a regular basis.
  • Assist with the development and improvement of hedging strategies.
  • Assist with the improvement of systems and processes supporting dynamic hedging.
  • Provide input to product development from an asset liability management perspective.
  • Respond to queries relating to dynamic hedging model outputs.

Requirements

  • Bachelor Degree in Actuarial Science or Financial Risk Management.
  • Good progress with the technical examinations of the Actuarial Society of South Africa or equivalent actuarial body.
  • Pass/exemption in CT8/A205 Financial Economics will be a distinct advantage.
  • Up to 2 years work experience, although flexibility exists depending on candidate's experience.

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

Position Type

Permanent

Work Level

Mid-Level

Salary

Market Related

Industry

Banking/Finance And Investment

Salary Type

Annually

Package

Cost To Company

Affirmative Action

Yes

Geographic Location

Gauteng - Centurion