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