Specialist Asset & Liability (Actuary Channel)

Hybrid (Ct or GP) Large Financial Service company needs a specialist for the Asset & Liability BUMatricDegree in Actuarial (Honours and higher preferred in either Maths / Quants / programming)Good progress to qualify as ActuaryStakeholder relationship - IT / Actuarial / RiskWorking exp in Actuarial space of 2 to 5 yearsExpertise in PythonPassion for finding automated programmable solutions in complex actuarial, quantitative finance and ALMAWS / SQL / GPU / Disaster recoveries /Quantitative finance / asset pricing models / valuation of financial derivativesDevelopment and maintenance of the company ALM System including daily market data / fund prices / bootstrapping Stochastic asset return modellingLiability cash flow modellingProxy liability modellingHedging benchmark specificationPerformance attribution and dashboard reportingDynamic HedgingRisk AppetiteLiability MandatesESG CalibrationProduct design etc.