Asset Liability Specialist

• Matric
• Degree in actuarial (honours and higher preferred in either maths/quants/programming) 
• Good progress to qualify as Actuary
• Stakeholder relationship - IT/actuarial/risk 
• Working exp in Actuarial space of 2-5 years
• Expertise in Python
• Passion for finding automated programmable solutions in complex actuarial, quantitative finance and ALM
• AWS / SQL / GPU / Disaster recoveries /
• Quantitative finance/asset pricing models/valuation of financial derivatives
• Development and maintenance of the company  ALM System including daily market data/fund prices/bootstrapping Stochastic asset return modelling
• Liability cash flow modelling
• Proxy liability modelling
• Hedging benchmark specification
• Performance attribution and dashboard reporting 
• Dynamic Hedging
• Risk Appetite
• Liability Mandates
• ESG Calibration
• Product design etc