ALM Portfolio Analyst - Gauteng, Johannesburg, South Africa - Sanlam Group

    Sanlam Group
    Sanlam Group Gauteng, Johannesburg, South Africa

    Found in: beBee S2 ZA - 1 week ago

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    Full time
    Description

    Sanlam Group's job vacancy, Career and Recruitment

    Job title : ALM Portfolio Analyst – Sandton jobs in Gauteng

    Job Location : Gauteng, Johannesburg

    Deadline : April 26, 2024

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    What will you do?

    Assist with Asset Liability Management within Sanlam Financial Markets.

    What will be your key responsibilities

    Your key responsibilities will include assisting with

  • Management of financial risk, including market and liquidity risk
  • The development and execution of hedging strategies
  • Ensuring a fit-for-purpose control environment relating to the execution of financial instruments and risk management
  • Facilitating balance sheet optimisation transactions

    Qualifications
  • B.Sc (Hons), BBusSc(Actuarial Science)
  • Masters in Financial Maths, Financial Engineering or similar

    Experience and Knowledge
  • Minimum of 2-5 years of experience in a Quantitative Analytics (or related) role, designing trading and risk management tools across different asset classes.
  • Experience in derivative pricing, modelling and risk measurement is key.

    Knowledge and Skills
  • Pricing, analysis and modeling
  • Market and liquidity risk analysis and management
  • Understanding of underlying theoretical stochastic models and various numerical methods required to develop, implement and maintain pricing models.
  • Actuarial problem solving
  • Financial markets knowledge
  • Good communication skills
  • Stakeholder and client management

    *Accounting / Financial Services jobs in south africa
    *ALM Portfolio Analyst – Sandton in Johannesburg