Senior LDI Consultant/Liability Driven Investment Consultant/Actuary - Sandton Verfied

Salary Negotiable Sandton, Gauteng Sandton, Gauteng more than 14 days ago 02-09-2015 4:32:12 PM
30-09-2015 4:32:12 PM
Actuary/Senior LDI Consultant

Provide specialised consulting to clients relating to liability-driven investment (LDI) and derivative structuring and create, maintain and use tools to assist in managing existing clients’ LDI and derivative assets.
Developing and delivering LDI consulting, advising on and trading hedging strategies and the provision of risk reporting.

Minimum, Honours level obtained in financial field of study.
Qualified or nearly qualified actuary.
Consulting experience or other direct client interaction.
An interest in financial markets and trading experience.
Experience in yield curve construction and fixed income and/or inflation hedging.

1. Risk reporting
2. Specialist investment consulting
3. Execution of hedges
4. Management & development of self and others

• Make use of existing reporting, risk management and optimisation tools
• Complete and distribute risk and performance reporting on LDI portfolios
• Enhance and develop existing tools
• Complete and distribute risk and other reporting on derivative structures held by client of the firm, spanning credit, equity, fixed income and inflation markets
• Manage junior assistant to perform this role and check his work
• Provide assistance regarding LDI and derivative structuring to clients and the general consulting force
• Successful implementation of strategies selected by clients
• Assist clients in analysing their hedging needs and assisting with identifying the best way to meet these needs
• Use data systems, competitive pricing and negotiation to obtain best pricing for clients
• Record process
• Execute hedging strategies for client across the credit, inflation, fixed income and equity markets

• Strong numeric skills
• Asset Consulting experience or other experience in managing client relationships
• Knowledge of financial markets
• Knowledge of yield curve construction
• Knowledge of fixed income or inflation hedging
• Solid trading experience
• Strategic and client focused
• Able to manage and mentor junior staff