Quant Credit Analyst

Solid experience managing and analysing large amounts of data is a must.

**DUTIES AND RESPONSIBILITIES**

The key objective is the development of analytics tools and strategies, as well as the improvement and extension of PRIME for the Credit funds

**QUANTITATIVE ANALYSIS AND TOOL DEVELOPMENT**:

- Assist in defining the PRIME framework and incorporate current analytics tools and reporting
- Assist in scoping model validation policies
- Develop data models and assess the effectiveness of the data models
- Investment model validation
- Develop processes and analytics tools to monitor model and portfolio performance and accuracy
- Research and develop new quantitative models and techniques
- Document research, processes and model validation

**CREDIT RESEARCH AND ANALYSIS**:

- Use PIM sector specific financial scorecard in order to analyse the creditworthiness of companies and their sub-factor drivers of the credit score. Across all sectors, our credit analysis focuses on:

- Capital Structure
- Liquidity & Solvency
- Profitability
- Other industry specific credit indicators
- The analyst would also be required to understand market dynamics (supply/demand of credit) and company fundamentals that may influence company’s credit investment.

**DUTIES AND RESPONSIBILITIES**

**CREDIT MANAGEMENT**:

- The Analyst is required to monitor the risk adjusted return of the credit universe, build and monitor portfolio optimisation model - make recommendations that improve credit portfolio performance.
- Counterparty interaction will form part of the role
- The analyst will also be required to consider opportunities (both listed and unlisted).
- The analyst will obtain exposure to assets in the Infrastructure Funds (monitoring and new opportunities).

**TEAM INTERACTION **The key objective is to work on a collaborative basis, ensuring that the team remains cohesive and successful
- Follow a collaborate approach which embraces the company value system
- Be proactive in generating new research and participating in debate
- Suggest and implement process enhancement to improve/speed up processes
- Contribute positively and be solutions driven

**REQUIRED EXPERIENCE**
- 1-2 years (minimum) of experience in a comparable role, or in another quantitative finance field (banking, credit, asset management, investments) 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
- advantageous.
- Programming skills, particularly in R & Python, is required

**REQUIRED QUALIFICATIONS**
- University Post Graduate Degree (Science / Engineering / Finance) / Masters
- Strong programming skills in Python is essential
- Studying towards CFA/FRM will be advantageous

**KEY COMPETENCIES**
- Ability to generate ideas and think logically
- Structured work style, attention to detail and accuracy is of the utmost importance
- Aptitude in decision-making and problem-solving
- Excellent interpersonal skills, excellent communication skills oral and written
- Strong ability to manage complex processes and focus on business outcomes in a complex uncertain environment
- Strong work ethic, self-motivated, driven and results oriented
- Must be able to manage workflow on longer-term research projects
- Ability to listen and respond to new ideas, input and diverse perspectives
- High levels of self-confidence, assertive as well as healthy levels of EQ
- Energetic problem-solver

**Job Types**: Full-time, Permanent