• 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
• 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.
