+27 (0) 82 823 9978 [email protected]

Balance Sheet Management Analyst – SA1014

Our client is looking for a nearly/newly qualified actuary to design, establish and monitor credit, capital, liquidity and return frameworks, balance sheet management, optimisation around scarce resources and constraints, and creating and managing off-balance-sheet platforms for segment. Strong knowledge on the latest developments in SAM and other related regulations as well as proficiency at Prophet will be an advantage.

 

Responsibilities will include:

  • Develop financial models, capital consumption models and stress test models to improve product performance
  • Be accountable for, and manage, the Financial Resources framework and model for the segment
  • Manage the balance sheet and income drivers for the segment
  • Provide subject matter expertise and advice
  • Manage off-balance-sheet platforms
  • Assist in formulating and executing BSM strategies (capital, liquidity and investments) and ensuring that they are implemented in line with agreed frameworks
  • Assist in managing the BSM Portfolio risks and implementing the appropriate hedging solutions
  • Review daily ALM risk reports and ensure all risk exposures and limits are properly reported to reflect ALM risks of insurance businesses
  • Perform ALM and investment scenario modelling
  • Review and optimise ALM and BSM processes for any potential enhancement opportunities
  • Provide technical support with refining the existing financial models to measure ALM risks and capital requirements
  • Assist with all the BSM reporting requirements
  • Work closely with the relevant teams to understand the liabilities and all profits from investments
  • Actively monitor the company’s solvency position on both regulatory and economic bases
  • Clearly communicate with senior stakeholders to ensure capital position is fully understood including key risk drivers and associated impacts
  • Understand future capital requirements and change in regimes that will impact regulatory requirements
  • Assist in providing optimal capital solutions and ensuring efficient capital usage
  • Assist with developing optimal solutions by utilising insurance balance sheet(s)

 

For more information, please contact Henda ([email protected] or +27 (0)83 603 2961)

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