Senior ALM & Quantitative Risk Analyst

Old Mutual South Africa; Johannesburg; On-site; ZAR 1,100,000 - 1,900,000; Full time

Job summary

Old Mutual South Africa is seeking an experienced ALM professional to join the Asset & Liability Management team. You will drive ALM processes, perform quantitative risk analysis, and support hedging strategy development and product reviews within a dynamic treasury function.

The role requires a post-graduate degree and 6+ years in ALM/actuarial finance, with strong communication and project management skills. Expect collaboration across clusters and leadership input to strategic initiatives.

Qualifications

• Essential: post-graduate degree (Finance, Financial Engineering, Quant Analytics, Actuarial).
• 6+ years' ALM/actuarial finance experience in insurance, with asset and liability management focus.

Responsibilities

• Drive ALM processes with accuracy and timeliness; propose improvements.
• Develop tools for quantitative analysis of risk exposures and strategy performance.
• Investigate and monitor hedging strategies; adapt to market changes.

Skills

ALM

Quantitative analytics

Actuarial finance

Communication

Project management

Education

Post-graduate degree

FASSA/FIA/CFA/FRM advantageous

Tools

Excel

Python

R

Job description

Old Mutual South Africa is seeking an experienced ALM professional to join the Asset & Liability Management team. You will drive ALM processes, perform quantitative risk analysis, and support hedging strategy development and product reviews within a dynamic treasury function.

The role requires a post-graduate degree and 6+ years in ALM/actuarial finance, with strong communication and project management skills. Expect collaboration across clusters and leadership input to strategic initiatives.