Investment Quantitative Analyst

5 days ago

Johannesburg, Gauteng, South Africa FirstRand Namibia Limited Full time

Investment Quantitative Analyst page is loaded

Investment Quantitative Analyst

Apply locations Johannesburg time type Full time posted on Posted Yesterday time left to apply End Date: March 28, 2025 (2 hours left to apply) job requisition id R25238

Job Description

Hello future Ashburton Investment Quantitative Analyst

Ashburton Investments is a new generation investment manager that offers investors access to more sources of return and more ways to manage risk. In the institutional space in South Africa as well as our Global business, we pride ourselves on offering solutions to address clients' holistic balance sheet needs, and to support business strategies in the re-allocation of investment capital in the face of increasing regulatory pressures. We see institutions as but not limited to, pension funds, long and short-term insurers, re-insurers, as well as medical aid schemes.

In this role you will be required to provide a quantitative service to the Ashburton Performance and Risk Analytics team. The team provides advanced portfolio analysis to the business and its clients. This includes Fund attribution analysis as well as risk analysis and reporting. While performing ongoing development and research of quantitative solutions for a variety of performance and analytics issues, you will be required to provide valuable insights and an understanding into the funds performance and risk ongoings.

Are you someone who can:

Major Duties

  • Conduct detailed performance attribution and risk analyses: interpret performance and risk data; analyze portfolio characteristics to determine sources of historical performance and portfolio risk exposures.

  • Work with portfolio management teams to effectively implement investment ideas in the context of an overall portfolio; identify and communicate material risk exposures.

  • Provide feedback to portfolio management teams on risks and returns to help improve investment processes.

  • Generate accurate performance attribution and risk management reports for internal and external distribution.

  • Audit the output from attribution and risk management systems, and research/resolve variances on individual securities as necessary.

  • Calculate composite performance information based on the requirements and recommendations of the Global Investment Performance Standards (GIPS).

  • Conduct ex-Post and Ex-Ante Risk analysis on funds.

  • Perform Market analysis, conduct sensitivity analyses and Stress testing in order to assess risk and return profiles.

  • Provide an independent analysis and management of Investment Risks (Market Risk, Credit and Counterparty Risk, Liquidity Risk, Performance Risk, Pricing and Valuation Risk).

General

  • Demonstrate knowledge of the Asset management industry, including local and international best practice for performance calculation methods and standards.

  • Timeously provide investment performance reports/packs to various stakeholders.

  • Perform quality control checks on Performance and Risk reports across relevant investment funds and portfolios.

  • Have sound Bloomberg/Bloomberg PORT knowledge.

  • Partner with the Fund Managers and business development teams in the preparation of presentations and reports for clients and consultants.

  • Understand and monitor market trends, benchmark index movements, macro-economics and industry on-goings to provide meaningful and relevant insights to stakeholders.

  • Provide insights into the Fund's Minimum Disclosure Documents (MDDs).

  • Stay relevant and up to date with legislations and new developments.

Qualities

  • Demonstrate pride in the organisations brand services and products by consistently delivering on the brands promise.

  • Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained.

  • Maintain a positive attitude and respond openly to feedback.

  • Handle stress in ways that do not negatively impact others.

  • Plan and manage own workflow anticipating obstacles juggling priorities and following through on objectives within agreed time-frames and according to quality standards.

  • Take ownership of personal career development leveraging formal and informal opportunities.

  • Read situations and organisational realities.

  • Set aside personal agenda for the greater good.

  • Act in an ethical transparent and morally defensible manner including highlighting unethical practices.

  • Share debate and communicate learnings.

  • Flag and debate issues constructively.

  • Promote a friendly cooperative climate.

You will be an ideal candidate if you:

  • Have completed a relevant bachelor's degree in science, Mathematics, Technology and Engineering.

  • Have at least 3 – 5 years' experience in risk or portfolio management functions (Investment Banking, Asset Management).

  • Good MS Excel skills required; familiarity with performance attribution/risk management software preferred (StatPro / Bloomberg PORT/ Power BI/ Python/ SQL).

  • Familiarity with performance attribution and/or risk management principles preferred.

  • Prior performance analysis and/or risk management experience preferred.

  • Familiarity with portfolio composition concepts and methods preferred.

  • Honours, master's degree or other equivalent Post graduate diploma (advantageous).

  • Registered with a Financial Services Authority (advantageous).

  • CIPM CFA or studying towards (advantageous).

You will have access to:

  • Opportunities to network and collaborate.

  • A challenging working environment.

  • Opportunities to innovate.

We can be a match if you have:

  • Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough to.

  • Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it.

Are you interested to take the step? We look forward to engaging with you further. Apply now

Job Details

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.

28/03/25

All appointments will be made in line with FirstRand Group's Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.

#J-18808-Ljbffr

  • Senior Quantitative Analyst

    21 hours ago

    Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Senior Quantitative Analyst OpportunityWe are seeking a seasoned Credit Risk Quantitative Analyst to join our team at Network Recruitment. In this role, you will be responsible for supporting the review and development of credit risk models, as well as collaborating with clients to enhance their credit risk management capabilities.Key...

  • Senior Quantitative Analyst

    2 days ago

    Johannesburg, Gauteng, South Africa Communicate Recruitment Full time

    Are you an experienced quantitative analyst with a passion for tackling complex financial challenges? We are looking for a Senior Quantitative Analyst to join a dynamic and innovative wholesale credit team at a top-tier financial institution.As part of this team, you will leverage your expertise in quantitative modeling and data analysis to support credit...

  • Senior Quantitative Analyst

    1 day ago

    Johannesburg, Gauteng, South Africa Communicate Recruitment Full time

    Are you an experienced quantitative analyst with a passion for tackling complex financial challenges? We are looking for a Senior Quantitative Analyst to join a dynamic and innovative wholesale credit team at a top-tier financial institution. As part of this team, you will leverage your expertise in quantitative modeling and data analysis to support credit...

  • Financial Quantitative Analyst

    2 days ago

    Johannesburg, Gauteng, South Africa Ziyasiza Full time

    Ziyasiza is seeking a talented Financial Quantitative Analyst to contribute to the development and implementation of quantitative models for financial markets. As a key member of the team, you will work closely with traders, portfolio managers, and risk managers to provide actionable insights.Responsibilities:Develop and maintain complex quantitative models...

  • Senior Quantitative Analyst

    4 days ago

    Johannesburg, Gauteng, South Africa E-Merge Full time

    We are looking for a Senior Quantitative Analyst to join our team in Johannesburg. As a key member of our data science team, you will be responsible for designing, developing and maintaining predictive models across the entire credit life cycle.Main Responsibilities:Understand business requirements and translate them into analytical reporting solutions.Play...

  • Investment Analyst

    4 weeks ago

    Johannesburg, Gauteng, South Africa Venture Refinery (Pty) Ltd Full time

    We're Hiring: Investment AnalystAre you passionate about financial markets and investment strategies? Were looking for a detail-oriented Investment Analyst to join our team. Apply today

  • Senior Quantitative Analyst

    7 days ago

    Johannesburg, Gauteng, South Africa Mindworx Consulting Full time

    Job Reference: JNB007775-MNT-2Description:To develop and maintain best practice models and assessment strategies in line with regulations (where applicable) to facilitate world-class risk management and/or attainment of strategic objectives.Duties & ResponsibilitiesSenior Quantitative AnalystHR Services, Recruitment & Selection#J-18808-Ljbffr

  • Senior Quantitative Risk Analyst

    6 days ago

    Johannesburg, Gauteng, South Africa Network Finance. Full time

    Reference: NFP013317-RDL-3A giant in financial services is seeking a highly skilled and experienced Senior Quantitative Risk Analyst to join their dynamic pricing and profitability teamDuties & ResponsibilitiesAs a Senior Quantitative Risk Analyst, you will play a critical role in developing, analyzing, and monitoring pricing strategies to support the...

  • Quantitative Analyst Job

    7 days ago

    Johannesburg, Gauteng, South Africa Standard Bank of South Africa Limited Full time

    Job Title">We are seeking a quantitative analyst to join our team in Personal & Private Banking. As a quantitative analyst, you will be responsible for developing and maintaining complex data models and algorithms to support business decision-making.">About the Role">You will collaborate with stakeholders to design and implement data visualisation tools to...

  • Investment Analyst

    5 days ago

    Johannesburg, Gauteng, South Africa Communicate Recruitment Full time

    Key Responsibilities: Conduct counterparty and sector evaluations , legal analysis, and structuring/pricing of instruments. Prepare and present credit/investment proposals to relevant committees. Proactively monitor sector and counterparty developments and provide strategic insights. Review and negotiate legal documentation for both listed and unlisted...

  • Senior Quantitative Analyst JHB

    1 day ago

    Johannesburg, Gauteng, South Africa Mindworx Consulting Full time

    Reference: JNB007775-MNT-2To develop and maintain best practice models and assessment strategies in line with regulations (where applicable) to facilitate world-class risk management and/or attainment of strategic objectives.Duties & ResponsibilitiesSenior Quantitative AnalystHR Services, Recruitment & Selection#J-18808-Ljbffr

  • Senior Quantitative Analyst

    7 days ago

    Johannesburg, Gauteng, South Africa Spane4all Full time

    About the RoleWe are looking for an experienced Quantitative Analyst who can help us drive business growth through data-driven insights. As a member of our team, you will be responsible for developing and applying advanced mathematical models and analytical solutions to address business problems and opportunities.Your primary objective will be to provide...

  • Investment Analyst

    3 weeks ago

    Johannesburg, Gauteng, South Africa Communicate Recruitment Full time

    Key Responsibilities:Conduct counterparty and sector evaluations, legal analysis, and structuring/pricing of instruments.Prepare and present credit/investment proposals to relevant committees.Proactively monitor sector and counterparty developments and provide strategic insights.Review and negotiate legal documentation for both listed and unlisted...

  • Investment Analyst

    6 days ago

    Johannesburg, Gauteng, South Africa Communicate Recruitment Full time

    Key Responsibilities: Conduct counterparty and sector evaluations , legal analysis, and structuring/pricing of instruments. Prepare and present credit/investment proposals to relevant committees. Proactively monitor sector and counterparty developments and provide strategic insights. Review and negotiate legal documentation for both listed and unlisted...

  • Senior Quantitative Analyst

    4 days ago

    Johannesburg, Gauteng, South Africa SET Consulting Full time

    Role OverviewAs a Senior Quantitative Analyst - Valuations at SET Consulting, you will be instrumental in determining accurate valuations across various asset classes. You will work closely with stakeholders to build financial models, engage with key stakeholders, and maintain data in the valuations dashboard.Main ResponsibilitiesBuild and maintain complex...

  • Quantitative Analyst Position

    6 days ago

    Johannesburg, Gauteng, South Africa Penny The Recruiter Full time

    About the RoleWe are seeking a highly skilled Quantitative Analyst to join our team as a Market Making Model Developer. In this role, you will be responsible for developing and optimizing market-making models, focusing on equities and equity derivatives.Key Responsibilities:Develop and optimize market-making models.Conduct back testing and research to...

  • Analyst, Quantitative

    7 days ago

    Johannesburg, Gauteng, South Africa Standard Bank of South Africa Limited Full time

    Location: ZA, GP, Johannesburg, Baker Street 30 Perform initial and ongoing validations of Credit Risk models for the Personal and Business Banking portfolios. Think critically and manage Model Risk for the aforementioned models.The model types include Basel capital parameter models such as Probability of Default (PD), Loss Given Default (LGD), and Exposure...

  • Analyst, Quantitative

    3 days ago

    Johannesburg, Gauteng, South Africa Standard Bank of South Africa Limited Full time

    Perform initial and ongoing validations of Credit Risk models for the Personal and Business Banking portfolios. Think critically and manage Model Risk for the aforementioned models.The model types include Basel capital parameter models such as Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models. Other model types...

  • Quantitative Analyst Impairments

    7 days ago

    Johannesburg, Gauteng, South Africa Network Finance. Full time

    About the RoleWe are seeking a seasoned quantitative analyst to lead our impairments team at Network Finance.In this role, you will be responsible for developing and validating impairment models, including PD, LGD, and EAD models, under the framework of IFRS9 standards.As a key member of our team, you will work closely with banks and companies to enhance...

  • Quantitative Analyst Intern

    7 days ago

    Johannesburg, Gauteng, South Africa Stanbic Bank Tanzania Full time

    We are looking for a skilled and motivated individual to fill the position of Quantitative Analyst Intern. As a member of our team, you will be responsible for assisting in the gathering of data for use in Data Science models, ensuring that chosen datasets best reflect the organisations goals.Key ResponsibilitiesPerforms data pre-processing including data...