job description - ALM Portfolio Analyst
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
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About the company
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We are a leading financial services institution in Nigeria, having successfully transformed the Nigeria Insurance space and distinguishing itself by delivering exceptional services.
