Quants Analyst/dealer

1 day ago


Cape Town, South Africa Aquarius Recruitment Full time

**Overview**:
**Key Responsibilities**:
Portfolio Analysis & Construction
- Portfolio Analysis across all portfolios (Equities, Fixed Income & Multi-Asset)
- Passive & Enhanced Index Products Research, development & running portfolio
- Risk Management of portfolios including pre
- and post-trade impact & scenario analysis
- Translate stock ideas from the investment process ensuring the strongest stock ideas are appropriately reflected in the portfolios, while maintaining optimally designed portfolios
- Asset class and sector allocation analysis & trade recommendations, within policy targets & risk/return objectives
- Trade implementation, Performance, Risk & Attribution Reporting processes
- Manage system and process development to enhance the efficiency of investment process

Risk, Performance & Attribution Analysis
- Risk Management of Equity, Fixed Income & Multi-Asset portfolios including the development of the risk functions
- Portfolio (internal & external) analytics
- Implementation (Trading) Analysis ensuring accurate modelling of investment portfolios and cash management by building a robust process with controls
- Pre-trade compliance according to mandates, Reg. 28 and other regulations
- Performance Attribution Analysis and reporting, managing a performance analyst
- Systems and process development including design, development, testing project management and rollout

**Systems Knowledge**:

- Good systems knowledge and skills required
- Detailed Excel experience essential
- Access, Micropal, Moneymate, Statpro,
- VBA skills an advantage
- Reuters or INet an advantage

**Qualifications**:

- Financial mathematics or statistical orientation
- Business Science - actuarial, quantitative management
- M.Sc, or B.Sc. in Mathematics, Mathematical Statistics with excellent marks
- busy with or completed Chartered Financial Analyst (CFA) qualification

**Experience**:

- 1-2 years experience or a recent graduate who can demonstrat an authentic interest in the financial markets
- You could also be a recent graduate with excellent academic credentials.

Key Competencies
- Team player
- Willingness to learn
- Strong attention to detail
- Pride in accuracy
- Ability to multitask and prioritize



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