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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