Systems Specialist Western Cape - South Africa
Unique Personnel
Unique Personnel boasts over 50 years (established in 1970) of personnel and staffing experience, so it's not surprising that even though our main focus has been providing on South African Staffing Solutions, we now recruit internationally for over 5000 clients Purpose: This position reports to the Head: ALM function within Balance Sheet Management. This role forms part of a team of experienced ALM practitioners, dynamic hedging specialists and actuaries in a fast-paced, innovation and delivery-orientated function. The position will be responsible for the technical implementation of systems, tools, processes and methodologies that are needed for company's ALM and dynamic hedging platforms both in respect of the management of existing exposures as well as the design and launch of new product features. You are required to have the following minimum qualifications and experience: Expertise in Python, or other similar languages, and a passion for finding automated programmable solutions to highly complex problems; Qualified or nearly qualified Actuary would be advantageous. Candidates with a PhD or Masters level degrees in mathematics, banking, quantitative financial economics and/or advanced programming, with proven applied experience in the financial service sector, will also be considered; An understanding of quantitative finance, including asset pricing models adopted in the valuation of financial derivatives; Around 3-7 years' work experience. Experience in a Dynamic Hedging, Life Insurance ALM, Stochastic Modelling, or Corporate Actuarial context would be advantageous; Experience of corporate actuarial disciplines, including financial reporting and SAM would be advantageous. Key Outputs of the role: The primary focus of the role will be on the development of technical modelling solutions within Python, SQL, and/or other modelling solutions and web-based platforms, in support of extending and enhancing the dynamic hedging capability deployed across company's shareholder risk appetite and policyholder product needs. This includes also the development of the company Internal Model Office used for integrated balance sheet wide market risk management and risk appetite purposes; As a secondary focus, expected to increase over time, contribute towards a range of functional deliverables of the ALM function, such as the daily Dynamic Hedging process, integrated Risk Appetite modelling, Liability Driven Investment mandate optimisation, ALM risk adjusted performance monitoring, real world and risk neutral ESG calibrations, non-hedgeable risk pricing, market risk transfer processes, product design support to centres of excellence, and executive stakeholder reporting; Act as strategic business partner to internal and external stakeholders, including LDI portfolio management, corporate actuarial and enterprise risk functions; building sound relationships and pro-actively seeking ways to add value; Drive and support effective teamwork within the department; Engage in appropriate training interventions to promote own professional development Ensure to demonstrate the company's values on a daily basis.
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