Quantitative Analyst - CPT

SUMMARY:
Quantitative Analyst - CPT

POSITION INFO:

One of South Africa’s most highly acclaimed Asset Management Companies is looking to bring in a bright and passionate Quantitative Analyst. 

This role will give you the opportunity to work with some of the greatest minds in the investment .

Responsibilities

• Creating and revising models at inception of various aspects of the credit process
• Creation of a macro-credit spread model; 
• Assisting with the formulation of a multi-variable credit rating tool for use across deals; 
• Portfolio optimization model construction;
• Development of model portfolio; 
• Credit pricing, credit risk and credit rating models

Criteria

• 1 – 3 years’ experience
• Relevant commerce or financial markets degree (with financial mathematics/statistics/actuarial science/Data Science as a subject);
• FRM, CQF and/or CFA candidate or similar quantitative qualification would be an advantage 
• Basic understanding of credit as an asset class, credit market and credit risk;
• Prior experience with financial instruments and in financial markets an advantage;
• Prior experience in building investment models;
• Prior experience in statistical/econometrics modelling techniques is essential;
• Programming skills (Python, R programming or other) is essential.

If you are interested in this please forward your CV, ID and academic transcripts as part of your application to Pallo – <--------Please upload your CV here--------

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