A leading financial services and investment management company in Cape Town is looking for a Quantitative Analyst to join their team of professionals.
In this role, you would be a part of a team that manages balanced portfolios. This would include the development of new asset allocation tools and strategies, as well as the improving the current system. The daily key elements would be building predictive models and advanced algorithms that help the multi-asset team drive performance across the multi-asset fund range. it is essential to understand and implement sound econometric concepts in different scripting languages, driving efficiencies within the team and research processes.
- Assist in defining the asset allocation research/alpha framework
- Improve the current asset management tools available and maintain the infrastructure in place
- Develop econometric models to shape the tactical asset allocation
- Improve the process of strategic asset allocation by applying different optimizations
- Improve the portfolio construction process by developing tools to measure correlations, minimize slippage etc.
- Generate new ideas around risk management and implement them
- Develop tools to analyse capital markets and scrutinize large amounts of data in an efficient way
- Present results of research projects to the broader investment team
- Document research, process, and model mechanics
- 1-3 years of experience in a comparable role, or in another quantitative finance field, having coded predictive models in various scripting languages.
- Knowledge of various statistical techniques and data science.
- Solid understanding of asset allocation, economics and multi-asset portfolio management
- Strong programming skills, particularly in R, are therefore essential (other languages are beneficial, especially Python)
- Solid experience managing and analysing large amounts of data is a must (ideally SQL)
- Experience with version control and database solutions necessary (ideally Git)
Education & certificates:
- University Degree (Maths/Stats/Business Science/Actuarial), and/or Post Graduate degree preferred
- CFA or FRM studies preferred
If you meet the above requirements and want to make a career-changing move, apply today by either filling in the online application form or emailing your CV to Financialcareers@hireresolve.za.com
Please note that correspondence will only be conducted with shortlisted candidates for this position.
Please consider your application unsuccessful if you do not hear from us within 3 days