ALM PORTFOLIO ANALYST – REF8604

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R HIGHLY NEGOTIABLE PLUS ANNUAL PERFORMANCE BONUS

Our client is a proprietary investment business and an alternatives investment manager. Through its capital market activities, the company delivers above-average, risk-adjusted returns for a predetermined level of risk to shareholders.

They now seek an ALM portfolio analyst to join the ALM and trading team.

This role is suitable for appropriately qualified affirmative action candidates.

JOB DESCRIPTION WILL INCLUDE BUT NOT BE LIMITED TO:

  • You will be required to focus on the management of market risk within the context of matching various liability products underwritten by the life company;
  • You will be required to have a strong quantitative understanding of financial markets and the risks of various financial instruments;
  • You will be required to have the ability to develop and interrogate pricing models to assist with valuation and understanding risks of various derivative instruments and structured products;
  • You will be responsible for the formulation and execution of any required hedging activities; As such, the role is market facing and part of this you will be responsible for the formulation and management of relationships with various market making institutions;
  • You will be responsible for mmonitoring of market risk exposures across multiple portfolios and across different asset classes to comply with various investment mandates and risk limits;
  • You will be responsible for the ddevelopment of appropriate trading strategies to ensure compliance with investment strategy and risk limits;
  • You will be responsible for the order & deal management on behalf of other portfolio managers in the team as required; This includes sourcing relevant best pricing in the market;
  • You will be required to provide reporting information and commentary on performance of hedges and portfolios;
  • You will be responsible for the interaction with various liquidity providers / market makers;
  • You will be responsible for the collection and interpretation of market data;
  • You will be responsible for the development of pricing models and risk models to support ALM and trading functions.

CORE COMPETENCIES REQUIRED, BUT NOT LIMITED TO:

  • You have a keen eye for detail;
  • You have strong quantitative modelling skills;
  • You have problem solving skills;
  • You are responsible;
  • You are self-motivated;
  • You are able to think on one’s feet;
  • You are able to work independently and within a team.

 

CORE QUALIFICATIONS AND EXPERIENCE:

  • You have a honours or masters’ degree in mathematics / financial mathematics – this is strongly preferred;
  • You have a minimum of 1 – 3 years current, relevant work experience;
  • You have SAIFM RPE’s – this would be a distinct advantage;
  • You have competence in programming languages (at a minimum Excel-VBA but such Matlab, Python or C# – this would be a distinct advantage).

This is a super smart very visible team. You are working in the deal making division of a large, listed business where this division have the flexibility based on their huge success to be nimble and innovative and thereby ensure their competitive business and nature. Rewards on performance are superb!