Quants Analyst

2 weeks ago


Cape Town, South Africa Aquarius Recruitment Full time

The job outline/specifications provide guidance ito the objectives, goals and functions of the opportunity.

Job Objectives and Goals

Provide efficient and effective investment risk management and performance attribution services to the investment team.

Provide investment data/information, quantitative analyses, and other related support services to all areas within the Investment Management business.

Provide meaningful risk analysis and input, and sound data analyses/tics, to support and add value to portfolio managers and investment analysts.

Ensure effective investment compliance and controls.

Keep abreast of developments in the Investment Risk Management, Data Analytics and related spaces to enable continuing enhancements to risk and performance analyses and processes.

Play a key role in ensuring automation of investment risk and performance attribution processes and reports.

Duties/Functions include

Investment risk analysis and reporting.

Performance measurement, attribution analysis and reporting.

Investment and mandate compliance and monitoring.

Ensure effective investment risk controls and limits are in place and the monitoring of these.

Quantitative analysis relevant to function and as requested by the Risk manager, Director of Investments, and others.

The preparation of relevant reports, presentations, etc. for the weekly Investment Risk and Portfolio Review Committee Meetings.

Maintenance and efficient use of risk and performance support systems (e.g. Database, Statpro, Bloomberg, etc.) and investment administration and control systems.

Effective compilation and maintenance of composite portfolios for performance, survey and GIPS purposes.

Ensure GIPS composites are implemented in line with the intended business requirements.

Monitor and ensure compliance with all investment mandates.

Effectively liaise and respond to requests from internal clients and third parties for relevant risk and performance information requests etc.

Monitoring of portfolio alignment to proactively raise consistency issues and avoid performance dispersion.

Monitor portfolio exposures, risk and liquidity limits, concentration risks, etc. and be proactive in flagging/raising issues/breaches and ensuring remedy of these.

Support other areas requiring risk and performance measurement / attribution and monitoring services (e.g. client report-backs and new business pitches).

Keep abreast of market index and benchmark changes, assessing and reviewing likely impact.

Take initiative ito new ideas, methodologies and analytics related to investment risk, performance and portfolio analysis to remain at the cutting edge.

Review post-trade compliance reports to ensure no breaches.

**Qualifications**:
A relevant degree, preferably a post-graduate qualification (Honours and/or Masters) in the fields of quants, math, stats, risk management, computer science, actuarial, finance, etc.

Experience

A graduate witth 3 - 6years working experience.

Computer Skills

Strong knowledge and use of databases (i.e. SQL queries and scripting or other Data Warehouse offerings) is a must.

Excellent Excel skills

Good knowledge of any other programming language such as Python, R or C# will be advantageous.

Key Skills and Competencies

Thrives in an investment environment, especially the quants and risk management aspects.

Analytical and numerate.

Grasps concepts and methodologies easily.

Lateral and forward thinker.

Reliable and honest; a person of integrity.

Dedicated/committed; Conscientious/diligent.

Dynamic yet disciplined.

Assertive but a team player (cooperative and supportive).

Takes initiative (self-starter) yet operates effectively within the investment framework and to the processes.

Enjoys an entrepreneurial and transparent work environment.

Embrace challenges and resolving these.

Good command of languages (English in particular); writing and speaking.

Employment Equity

BEE applicants only



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