Quantitative Analyst - Fixed Income - EE role - Coding Ability essential

SUMMARY:
Quantitative Analyst - Fixed Income - Coding Ability essential

POSITION INFO:

Required experience and Qualifications:

• Up to 3 years’ experience in related Fixed Income / Bond market preferable with a specific focus on quantitative research
• Coding Ability – R, Python, Strong level of Excel
• University Honours Degree (Finance/Maths/Stats/Actuarial)
• Preference for CFA studies (or interest in completing CFA)

Duties & responsibilities:

Interest Bearing Portfolio Management/Implementation

The key objective is to assist in the maintenance of the bond portfolios in order to deliver on its performance objectives.

•           Assist with maintaining bond model portfolios.

•           Manage cashflow implementation and bond dealing.

•           Monitor compliance.

•           Give input to the bond portfolio strategy and the generation of model portfolios, including:

•           Asset allocation decisions.

•           Generate and motivate duration positions.

•           Yield enhancement strategies.

•           Input to currency views.

•           Manage risk through use of derivatives.

Interest Bearing Research

The key objective is to advance research efforts and improve overall quality and coverage with the aim of improving alpha.

•           Expand strategies and market coverage (guided).

•           Portfolio construction and risk management (guided).

•           Assist in developing content for the bond portal.

•           Documentation of research, process and model working.

•           Expand strategies and market coverage.

•           Expand currency coverage and build/improve currency models.

•           Drive new yield enhancement research.

•           Derivatives research and strategy ideas.

Key competencies:

• Ability to generate ideas and think logically
• Strong work ethic, self-motivated, driven and results oriented
• Strong aptitude for problem solving
• Strong interpersonal skill and able to work well in a team, listen and respond to new ideas with healthy levels of EQ
• Excellent communication skills, both oral and written
• Accuracy is of the utmost importance
• Outstanding organization skills and structured work style
• Strong level of excel Strong level of excel
• Good time management and handles stress well

If you are an SA citizen and have related experience, please email your CV to --------Please upload your CV here--------

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