Underwriter : Sls : Sanlam Risk & Savings

Showing 1 Underwriter Sls Sanlam Risk Savings jobs in Bellville

Posted today

Job Description

For appointment as Associate Professor :

• Teaching and developing undergraduate and postgraduate courses in Financial Risk Management.
• Participating and taking a leading role in the Department's research activities in Financial Risk Management.
• Supervision of postgraduate students.
• Administration of the Financial Risk Management programme.
• Assisting the Department with liaising with the financial industry and enhancing and expanding industry ties and collaboration.

For appointment as Senior Lecturer :

• Teaching and developing undergraduate and postgraduate courses in Financial Risk Management.
• Participating in the Department's research activities in Financial Risk Management.
• Supervision of postgraduate students.
• Administration of the Financial Risk Management programme.
• Assisting the Department with liaising with the financial industry and enhancing and expanding industry ties and collaboration.

For appointment as Lecturer :

• Teaching and developing undergraduate courses in Financial Risk Management.
• Participating in the Department's research activities in Financial Risk Management.
• Supervision of honour's students.

The Associate Professor incumbent must meet at least requirements (1), (2) and (3) below :

• A PhD in the Mathematical Sciences (Financial Risk Management, Mathematical Statistics, Financial Mathematics or related fields).
• An established research career, including publications in peer-reviewed journals.
• Suitable experience supervising postgraduate students, including, but not limited to, master's students and full theses or dissertations.
• Any candidate fulfilling (1), (2) and (3) must have proven practical experience in, inter alia, discrete-time processes ("P quant") and proven technical research output within the quantitative Financial Risk Management / Analysis field. This position is not for continuous risk-neutral processes ("Q quant") specialists.
• For any candidate fulfilling (1), (2) and (3), kindly note that the selection process includes a mock lecture to assess candidates' pedagogical approach, subject mastery, and engagement techniques. Shortlisted candidates will be required to present such a mock lecture to a representative academic audience, enabling assessment of their teaching style and instructional clarity.

The Senior Lecturer incumbent must fulfil any of requirements (1), (2) or (3) below :

1. A master's degree in the Mathematical Sciences (Financial Risk Management, Mathematical Statistics, Financial Mathematics or a related field) :

• Including at least five years' experience and engagement with public or private organisations, consulting activities, or policy that demonstrates management, leadership, expertise and / or thought leadership in the field of Quantitative Financial Risk Management / Analysis; and

A commitment to commence with a PhD in Mathematical Sciences (Financial Risk Management, Mathematical Statistics, or Financial Mathematics) within 18 months of appointment.

OR has a PhD in the Mathematical Sciences (Financial Risk Management, Mathematical Statistics, or Financial Mathematics).

OR is a recognised fellow of the Actuarial Society of South Africa with at least a master's degree.

Any candidate fulfilling (1), (2), or (3) must have proven practical experience in, inter alia, discrete-time processes ("P quant") and proven technical research output within the quantitative Financial Risk Management / Analysis field. This position is not for continuous risk-neutral processes ("Q quant") specialists.

• For any candidate fulfilling (1), (2), or (3), kindly note that the selection process includes a mock lecture to assess candidates' pedagogical approach, subject mastery, and engagement techniques. Final-stage candidates will be required to conduct such a mock lecture to a representative academic audience, enabling assessment of their teaching style and instructional clarity.

For appointment as Lecturer :

• Completed / submitted for examination (by the time of appointment) of at least a Master's degree in Mathematical Sciences (Financial Risk Management, Mathematical Statistics, Financial Mathematics or a related field).
• The ability to teach Financial Risk Management at undergraduate level.
• Proven experience in discrete-time processes ("P quant"), including computer programming competencies in the same.

For appointment as Associate Professor :

• Teaching experience at undergraduate and postgraduate level.
• A reasonable history of publications in accredited journals, some international.
• Computing skills in at least VBA, MATLAB, R, Python or SAS.
• The ability to function effectively in a multilingual environment where Afrikaans and English are the dominant languages.

For appointment as Senior Lecturer :

• Teaching experience at undergraduate and postgraduate level.
• An early career history of publications in peer-reviewed journals.
• Computing skills in at least VBA, MATLAB, R, Python or SAS.
• The ability to function effectively in a multilingual environment where Afrikaans and English are the dominant languages.

For appointment as Lecturer :

• Teaching experience at undergraduate level.
• Computing skills in at least VBA, MATLAB, R, Python or SAS.
• The ability to function effectively in a multilingual environment where Afrikaans and English are the dominant languages.

#J-18808-Ljbffr