Balance Sheet Management Analyst – SA0865

Life Insurance
Johannesburg (SA)
Posted 11 months ago

Our client is searching for a mid-level actuarial analyst to join their team.

Responsibilities will include:

  • Categorise and compile liabilities into balance sheet management (“BSM”) portfolios
  • Analyse and report the characteristics of the BSM portfolios
  • Assess the sensitivity of the BSM portfolios to stresses and assumptions
  • Monitor the structure and performance of the asset portfolios
  • Monitor the liquidity of asset portfolios
  • Quantify the level of mismatch between BSM and asset portfolios
  • Recommend actions to improve the matching of BSM and asset portfolios
  • Assist with executing actions to improve the matched position
  • Assess the sensitivity of shocks and assumptions on the matched position
  • Automate routine processes
  • Contribute to working capital management
  • Contribute to liquidity management
  • Contribute to development of balance sheet risk appetite and limits
  • Monitor and report compliance with BSM mandates
  • Report on general and specific aspects of balance sheet management
  • Provide insight to stakeholders on cause and effect of asset-liability mismatches

Job Features

Job CategorySenior Student > 2 years experience
For more information, please contactHenda [ or +27 (0)83 603 2961

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