Investment Risk Analyst

2 weeks ago


Cape Town, Western Cape, South Africa Efficient Frontier Recruitment Full time

Top rated Asset Manager has an interesting "
_hybrid_" Market Risk / Performance Analyst opportunity available for an
experienced Investment Quant.

The role includes many of the typical responsibilities of a Senior Performance Analyst, but with a strategic Market Risk focus.


This is an excellent opportunity for a numbers person who is passionate about investments and risk and is proficient in programming or coding in various languages such as R, Python, C++, C# or Java and including Excel's VBA.


The successful incumbent will be responsible for:

  • Actively engaging with portfolio managers and senior management to identify, manage and mitigate factors influencing risk and performance.
  • Augment/enhance the production of various investment risk and performance reporting measures internally, as well as externally.
  • Continuously evaluating and enhancing investment risk and performance functions and systems.
  • Assisting with GIPS preparation and composite reporting process.
  • Ad hoc quantitative/riskreturn queries and analyses.
  • Attending and actively participating in various investment committee meetings.

Requirements:

  • Numerically orientated degree (BBusSci / BCom Actuarial, Quantitative Management) / (BSc (Mathematics, Statistics).
  • FRM, CQF, CIPM or CFA (or studying towards) a distinct advantage.
  • A minimum of 5 years' experience in Market Risk and/or Performance Analysis
  • Excellent understanding of financial instruments and markets
  • Passion and love for financial markets
  • Programming or coding knowledge in various languages either R, Python, C++, C# or Java and including Excel's VBA. Proficient in PowerBI
  • Accuracy and superb attention to detail.


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