Investments & Assets Management Quantitative Analyst

3 weeks ago


Johannesburg, 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, pro-active, 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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