Quantitative Analyst

SUMMARY:
An amazing opportunity has risen for a Quantitative Analyst to be based in Cape Town.

POSITION INFO:
Key Responsibilities: 

• Data analysis
• Portfolio construction
• Holistic risk and scenario analysis
• Fund specific risk analysis, performance and attribution
• Fund factor deconstruction and representation (including ESG)
• Instrument valuation (including derivatives)
• Back-testing, forecasting and simulations
• Determines the efficacy of existing and new financial models, products, and analytics.
• Coordinates with other quantitative analysts to develop systems and tools to support the quantitative infrastructure, and provide appropriate representation / visualization.
• Supports product development teams through quantitative validations and solutions.
• Establishes data collection and processing methods, and recommends updates when necessary.
• Interprets quantitative analysis and prepares reports (written and/or oral) for generic consumption.
• Performs other related duties as assigned

• Honours degree in Math, Science, or related field required; Masters degree preferred.
• Minimum 3 years experience in financial services environment
• Programming experience will be an advantage Skills
• Advanced knowledge of mathematics and statistics.
• Excellent analytical, modelling and problem-solving skills.
• Excellent written and verbal communication skills.
• Sound knowledge of SQL databases.
• Knowledge and/or experience in Microsoft Power BI will be beneficial.
• Proficiency in Python (or an equivalent scientific programming language such as R, C++ or Java) and the Microsoft Office suite is non-negotiable.

NB! This job is now closed. You can apply for other jobs by uploading your CV.