Quantitative Analyst

3 weeks ago


Southern Suburbs, South Africa CA Financial Appointments Full time

Well-respected investment team seeks a junior investment Quantitative Analyst to join them. Love building models? Have exposure to asset classes? Strong R and/or Python, then this could be for you

**Responsibilities**:

- Development of new asset allocation tools
- Assist in defining the asset allocation research
- Assist with improvement of strategic asset allocation and portfolio construction processes
- Present research project results to the investment team
- Research, process and model mechanics
- Develop econometric models and idea generation around risk
- Analyse capital markets, and scrutinize large data volumes

**Requirements**:

- Minimum of completed Quantitative degree no less than honours: Maths / Stats / Engineering / Actuarial Science or similar and FRM or CFA would beneficial
- Must have a minimum of 2 years’ quantitative experience as well as Python/ R
- Must have coded predictive models
- Drive efficiencies within the team and research processes
- Understanding of asset allocation, economics and multi-asset portfolio management
- Solid experience analyzing and managing large data volumes with SQL
- Excellent planning and time management skills
- Good levels of enthusiasm and positive outlook
- High attention to detail and accuracy


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