Senior ALM Quantitative Risk Strategist

Old Mutual Life Assurance Company (SA) Ltd (PFA); Johannesburg; Presencial; ZAR 1.200.000 - 1.800.000; Jornada completa

Descripción de la vacante

Old Mutual Life Assurance Company (SA) Ltd (PFA) is seeking a senior ALM professional to lead asset and liability management, quantitative analysis, and hedging strategy development within the Treasury & Financial Markets function in South Africa.

The role emphasizes disciplined stakeholder engagement, development of ALM tools, and execution of hedging and funding strategies to support liquidity and risk management across the balance sheet.

Formación

• Essential: post-graduate degree in Finance, Financial Engineering, Quantitative Analytics or Actuarial.
• Additional professional qualification (e.g. FASSA, FIA, CFA, CERA, FRM) advantageous.
• 6+ years' ALM and/or actuarial finance experience within an insurance entity focusing on ALM.

Responsabilidades

• Drive ALM processes with accuracy, timelines and improvements.
• Develop and maintain tools for quantitative analysis of risk exposures and strategy performance.
• Develop and implement ALM hedging strategies and monitor effectiveness.
• Assist in product development with ALM focus and manage market/liquidity risks.
• Lead ad-hoc strategic ALM projects.

Conocimientos

ALM experience

Actuarial finance experience

Strong communication skills

Project management

Educación

Post-graduate degree in Finance/Financial Engineering/Quantitative Analytics/Actuarial

Descripción del empleo

Old Mutual Life Assurance Company (SA) Ltd (PFA) is seeking a senior ALM professional to lead asset and liability management, quantitative analysis, and hedging strategy development within the Treasury & Financial Markets function in South Africa.

The role emphasizes disciplined stakeholder engagement, development of ALM tools, and execution of hedging and funding strategies to support liquidity and risk management across the balance sheet.