R HIGHLY NEGOTIABLE PLUS ANNUAL PERFORMANCE BONUS – to attract and entice!
Our client in the broad is a long-term savings, protection and investment group, providing life assurance, asset management, banking and general insurance in Africa, Europe, the Americas and Asia. This team plays a central, co-ordination and strategic role within the group balance sheet management function. This team is the main touch point in balance sheet management for the numerous business units within the group, which include banking and insurance businesses, spanning over 13 countries across Africa, Latin America and Asia.
They now seek a Quantitative Risk Analyst to join their team. This is a super-fast paced, high energy team. All are bright, articulate, focussed and goal driven.
The role will support the company’s balance sheet management asset, liability and market risk teams. The role focuses on the development of quantitative risk management models, product structuring and management of risk and investment products.
This role is suitable for appropriately qualified employment equity candidates, only.
Areas of responsibility may include but not limited to, namely:
- Involved in the development and maintenance of relevant tools to perform quantitative analysis and interpretation of risk exposures and strategy performance;
- Collects and analyses quantitative financial data for use in market, credit and liquidity risk decision making;
- Consolidates and presents results of analyses meaningfully for a range of stakeholder groups;
- Works effectively within a team to design and execute quantitative experiments.
- Develops appropriate financial modelling solutions for pricing, monitoring and managing market, credit and liquidity risks, and supports the review and refinement of existing models;
- Implements new modelling development work within the bsm modelling framework.
- Assists in the risk management of liability products (risk and investments) as well as market risk related to financial assets;
- Undertakes quantitative research for risk management in order to support the development of appropriate hedging programs.
- Programming skills an advantage (C#, VBA, Matlab, R, Stata, etc.);
- Proactively supports team members on tasks not directly part of job description (i.e. show a willingness to go beyond the norm);
- Ability to work independently or as part of a team on complex problems requiring innovative solutions.
CORE COMPETENCIES REQUIRED, BUT NOT LIMITED TO:
- You have robust leadership skills;
- You have strong collaboration (relating) skills;
- You have good execution skills;
- You have innovation (perspective) skills;
- You have the ability to lead with influence
- You have personal mastery (learning) skills;
- You are strategic;
- You are accountable for service delivery through own efforts;
- You are able to collaborate effectively with others to achieve personal results;
- You are individually accountable for managing own time, tasks and quality of your work;
- You are able to make increased contributions by broadening your skills.
CORE QUALIFICATIONS AND EXPERIENCE:
- Experience: 1-3 years current, relevant experience in a life office/investment company;
- Education: Masters or Phd (quantitative discipline), or exceptional Hons candidate with related (insurance, financial engineering, actuarial) experience;
- Coding, pricing and a product development background, preferable.
You are a smart, capable, competent well spoken hard working team player. There is huge scope in this area – for a top flight candidate.