Quants/performance Analyst

2 weeks ago


Cape Town, Western Cape, South Africa Aquarius Recruitment Full time
Our client is an established and reputable Asset Management company based in Cape Town who has a current need for a junior Quants Analyst - this role could suit a young BEE graduate who has a quants degree (Math, Stats, Actuarial Science, etc,.)

Job Purpose:


The purpose of this role is to provide quantitative analysis support to the Investment and Business Development teams with accurate performance and risk and attribution calculations.


Key responsibilities:

  • Full involvement in the performance analytics process
  • Responsible for daily and monthly performance procedure
  • Continuously evaluating and enhancing performance function
  • Ad hoc quantitative / riskreturn queries
  • Expost risk analysis
  • Compiling and evaluating performance data for business pitches
  • Global Investment Performance Standards Reporting

Requirements:

  • This role could suit a Quants graduate who has a real interest in the financial markets or someone with experience in a performance role within an asset management environment
  • Understanding of performance and attribution methodologies and portfolio risk statistics
  • An understanding and interest in investment strategies, financial instruments and financial markets
  • Financial mathematics or statistical orientation
  • BBusSci/ BCom / BSc (Actuarial or Quantitative Management or Maths or Statistics)

Competencies:

  • Teamplayer
  • Willingness to learn
  • Strong attention to detail
  • Pride in accuracy
  • Ability to multitask and prioritise
  • Deadline orientation

Skills:

  • Excel essential
  • Programming (Visual Basic, Python, etc) an advantage
  • Statpro (Performance & Attribution, Interactive) an advantage
  • Bloomberg / Inet an advantage
  • Quintessence by F(x) an advantage

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