ALM Quantitative Risk Strategist

Old Mutual Life Assurance Company (SA) Ltd; Johannesburg; On-site; ZAR 1,500,000 - 2,500,000; Full time

Job summary

Old Mutual Life Assurance Company (SA) Ltd seeks an experienced ALM professional to lead strategic asset and liability management within the Treasury & Financial Markets function. You will drive analytical initiatives, build quantitative models and translate liabilities into hedging strategies.

Ideal candidates have 6+ years in ALM/actuarial finance within life insurance, strong communication skills, and the ability to manage multi-month projects from concept to delivery.

Qualifications

• Post-graduate degree in Finance, Financial Engineering, Quantitative Analytics or Actuarial science.
• 6+ years’ ALM/actuarial finance experience in an insurance setting, focused on asset and liability management.
• Ability to manage complex, long-running projects with clear delivery timelines.

Responsibilities

• Drive ALM processes with accuracy and timely delivery, engaging with clusters on liability translations.
• Develop and maintain quantitative tools for risk analysis and strategy performance.
• Consolidate and present analysis results to a range of stakeholders.
• Develop and implement ALM hedging strategies and monitor their effectiveness.
• Support product development and reviews related to investments and ALM strategies.

Skills

ALM

Quantitative Finance

Financial Modeling

Actuarial Finance

Stakeholder Engagement

Education

NQF Level 9 – Masters

Tools

Excel

Python

Power BI

Job description

Old Mutual Life Assurance Company (SA) Ltd seeks an experienced ALM professional to lead strategic asset and liability management within the Treasury & Financial Markets function. You will drive analytical initiatives, build quantitative models and translate liabilities into hedging strategies.

Ideal candidates have 6+ years in ALM/actuarial finance within life insurance, strong communication skills, and the ability to manage multi-month projects from concept to delivery.