alogosmall
Quantitative Analyst (Ref: BWQA)
Remuneration: Successful candidate to discuss package directly with Client HR

Position in the Information Technology sector in Johannesburg CBD - Gauteng
Posted On Thursday 28 April 2022
Job Description:

        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

Qualifications:

        Post Grad degree in either Maths or Stats or, BBusSc Econometrics or Actuarial Science

        SAS / JMP / R / Python, would be an advantage

Experience:

        Minimum 3 years’ experience - Experience in an asset management environment would be an advantage.

        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

 

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 Bronwyn Williams bronwyn@armstrongappointments.com