Investments & Assets Management Quantitative Analyst

2 weeks ago


Johannesburg, Gauteng, South Africa Unique Personnel Full time

Job Number

  • 68681

Job Type

  • Permanent

Job Title

  • Investments & Assets Management Quantitative Analyst

Computer Skills

  • HiPort,JMP,MS PowerPoint,Python,SAS,SQL Query,Stat Pro,VBA

Industry

  • Service

City

  • Johannesburg

Province

  • Gauteng
  • 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
    Inherent Requirements
  • 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 in an asset management environment would be an advantage.

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, proactive, positive, confident and driven to excel.
  • Persuasive and able to negotiate

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
    What Qualification
  • Post Grad degree Maths or Stats or, BBusSc Econometrics or Actuarial Science

Minimum Qualification

  • Bachelors

Status

  • Available

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