BIMS Junior Analyst

About

Description

We are looking for a junior analyst to join the ALM team to assess, analyse and report on Balance Sheet Management (BSM) liability risks, quantify the mismatch between asset and liabilities and sensitivity to shocks, and implement actions to reduce any mismatch and assist with implementation. The candidate will also contribute to capital and liquidity management and the development of risk appetite and limits.

Responsibilities

• Identify and report ALM risks
• Quantify the level of mismatch between BSM and asset portfolios
• Prepare detailed risk reports on the BSM portfolios
• Assess the sensitivity of the BSM portfolios to stresses and assumptions
• Monitor the liquidity risk and ensure compliance with mandates and regulatory requirements
• Assist with executing actions to improve the matched position
• Assess the sensitivity of shocks and assumptions on the matched position

Qualifications

• Grade 12
• Quantitative degree in Actuarial Science, Statistics, Mathematics, or related field

Application instructions:

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