alogosmall
Quantitative Analyst (Ref: AEQAIAAM)
Remuneration:

Position in the Financial sector in Johannesburg (Marshalltown) - Gauteng
Posted On Thursday 5 January 2023
Job Description:

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 

SKILLS:

  • 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
Qualifications:

MINIMUM REQUIREMENTS:

  • Post Grad degree in either Maths or Stats or,  
  • BBusSc Econometrics or Actuarial Science
  • SAS / JMP / R / Python, would be an advantage
 
Experience:
Experience in an asset management environment would be an advantage

KNOWLEDGE:

  • 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.

Please contact Ada Evans ada@armstrongappointments.com