Portfolio Manager and Analyst

2 weeks ago


Cape Town, South Africa Capital Assignments Full time

This is your opportunity to be part of the Cash and Income team responsible for the architecture of the systematic investment engine, databases, research, analytics tools, and processes. A great role with excellent growth potential and exposure to all asset classes.

You will join a team of hardworking but balanced, fun, high performing individuals who love what they do and who strive to make a significant difference in our environment. Be part of a talented, close-knit team that manages balanced portfolios in line with our client’s philosophy and systematic process.

The purpose of this role would be to re-define, implement, and manage the cash and income philosophy and process, with a focus on delivering on portfolio return objectives.

The role will entail (but not limited to):

- Asset allocation decisions
- Generate and motivate duration positions
- Manage yield enhancement strategies
- Manage credit utilization across mandates
- Manage risk through use of derivatives

Key elements will manage the income mandates to deliver on its performance objectives.
Act as back-up on money market portfolio management implementation, updating models, trading, compliance, and checking.

Handle the development of analytics tools and strategies, as well as the improvement and extension of PRIME
To work on a collaborative basis, ensuring that the team remains cohesive and successful.

Qualification and experience
- University Post Graduate Degree (Science / Engineering / Finance) / Masters
- Strong programming skills in Python / R essential
- 6-7 years of experience in a comparable role, or in another quantitative finance field, having coded predictive models in various scripting languages.
- Essential to understand and implement sound econometric concepts in different scripting languages, driving efficiencies within the team and research processes. Knowledge of various statistical techniques and data science are therefore key elements.
- Solid experience managing and analysing large amounts of data is a must (ideally SQL).



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