Graduate Quantitative Analyst

SUMMARY:
A JSE listed Wealth Management institution which has been providing tailored global and local investment offerings to private and institutional clients is looking for a meticulous and innovative Graduate to join their high-spirited team as a Quantitative Analyst.

POSITION INFO:

Main Purpose of the Job

The Quantitative Analyst will play an important role in assisting an investment team that manages a range of fixed income, equity and multi-asset funds and solutions. The main focus will be on developing quantitative models and tools for a number of key market areas variables for use as inputs into the investment decision making process. This includes the use of cutting-edge statistical techniques in order to provide analytical input into a robust investment decision-making process, in particular in developing models for expected returns across asset classes. The analyst will also be required to work with other team members in order to develop quantitative models and inputs, particularly in the credit risk and economic analysis fields. The analyst will also be required at times to program such models using relevant programming languages. While the main focus is on developing quantitative analytical tools, the analyst will also be expected to contribute towards the success of the full investment process, from developing portfolio strategy through to trade execution and administration, encompassing some involvement on the front, middle and back office aspects of the process as part of a broader investment team.

Key Areas of Responsibility

• Development of quantitative analytical models and tools.
• Work with portfolio managers to carry out analysis required for developing an expected return framework across asset classes.
• Develop valuation and risk models for various market sectors and metrics.
• Preparation of quantitative model reports.
• Work with other investment analysts to determine the investment case for exposure to various asset classes and economic sectors.
• Develop an understanding of the full portfolio management process, including front, middle and back office operations.
• Keep abreast of current quantitative developments and their potential for use in investment analytics.

Description of Tasks

• Develop quantitative models and tools valuation purposes.
• Analyse relevant economic data using quantitative methods to provide inputs into the investment decision making process.
• Carry out statistical analysis for use in developing expected returns across the various asset classes.
• Work with economic and credit analysts to develop relevant dashboards showing economic trends, credit risks and valuation metrics.
• Prepare quantitative reports, charts and slides for inclusion in client report back sessions.
• Work with other investment professionals to write up and report on the investment case for exposure to various asset classes.
• Liaise with investment team to develop further integration of ESG issues into investment process.
• Assist the investment administration team with relevant actions to assist with trade executions and settlement.
• Assist portfolio managers with administrative matters.
• Assist with preparation of client proposals, presentations, portfolio reviews.
• Any other duties that may be required from time to time.

Skills/Personal Attributes Required

• Strong quantitative analysis skills (i.e. Mathematics/Statistics/Computer Science)
• Very strong attention to detail.
• Ability to analyse data requests and formulate a robust quantitative approach to solving for it.
• Strong numerical skills combined with programming/coding skills.
• Gets things done and delivers on time.
• Professional, proactive, efficient and reliable.
• Sound inter-personal skills, friendly, good telephone manner.
• Must be able to work under pressure and focus for long periods.
• Able to work effectively within a team or independently.
• Have a passion for quantitative modelling and a keen interest in working in investment markets.
• Integrity and trustworthiness must be beyond reproach.

Qualifications

• A degree in the Mathematics/Statistics fields, with exposure to Computer Science.

The next step is to enter the application process by completing the role match questionnaire. This online questionnaire is designed to identify if you are a good match for the role and the company and also help predict a new hire''s on-the-job performance and retainability. You will be required to use the link below:

Creating your profile:

• Registration and authentication:
• Please navigate to  http://ai.pivotaltalent.co.za/?CID=195DF  (we recommend using Chrome)
  • Select ‘New registration’
  • Complete registration information. Your email and password can be used to log in and continue building your profile, if you do not complete it in one session. Remember to accept the terms and conditions. 
  • Select ‘Register a new account’

A few general guidelines for completing the assessment:

• Follow the registration page and register as a new user.
• There are no right/wrong answers. Do not see this as a test, just a way of assessing how you see things and approach problems. 
• Read the instruction pages carefully, there are timed questions, if you go past them you cannot go back. You only have one chance to complete the assessment.
• The 1st section is the most challenging and is also timed, take notes right from the start! Do not let this section discourage you.
• Please find the time to put aside 45 min to complete the assessment (without any distractions).

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