Organisation providing administration services for various industry funds is seeking experienced Quantitative Analysts specialising in Investment & Asset Management. Salary highly negotiable.
CONDENSED LIST OF DUTIES:
- Verify investment data and maintain accuracy of data on asset management system/s. This is a day to day responsibility (using HiPort & Stat Pro)
- Portfolio Trade Implementation (create tools and use existing trade compliance and execution to dealer)
- Implement risk management techniques relative to portfolio/s. (Bond/Equity Portfolio)
- Produce performance indicators relative to benchmark
- Analyse, measure and monitor performance
- Perform detailed analysis of returns
- Perform attribution analysis and determine causes for under performance.
- Operate within the ethical, professional and legal limits of the SA and International legislation and codes of practice regulating the financial markets.
- Produce performance reports as required and in an appropriate format.
- Build and maintain financial models.
- Attribution analysis and presentation
- Run /build quantitative models for analysis example, cluster analysis, Principal component analysis, Factor Analysis,
- Run regression models for risk factors, economic factors and style factors
- Build a quantitative portfolio model, based on factors, also build a mean reversion portfolio
- Present on these portfolios
- Performance measurement and management
- Portfolio implementation and management
- Strong analytical and diagnostic skills
- Monitoring and maintenance of data
- Presentation skills
- Outstanding math, communication and financial literacy
- Ethical, pro-active, positive, confident and driven to excel.
- Persuasive and able to negotiate
- Post Grad degree in either Maths or Stats or,
- BBusSc Econometrics or Actuarial Science
- SAS / JMP / R / Python, would be an advantage
- Proven knowledge in an asset management environment
- Technically literate in VBA; SQL Query and PowerPoint.
- Knowledge of the Pension Funds Act and other relevant legislation
- Perform mathematical and statistical calculations relevant to financial markets
- Financial modelling skills
- Risk management techniques
- Apply concepts and principles relevant to the practical aspects of corporate governance and accountability.
A Consultant will be in touch if you are shortlisted for the position. Please consider your application unsuccessful should you not have been contacted within 2 weeks. We will keep your CV on our database and contact you should you match the criteria of any other vacancies.