Quantitative Analyst - JHB

Recruiter:

Capital Assignments

Job Ref:

Pallo

Date posted:

Saturday, October 2, 2021

Location:

Johannesburg, South Africa

SUMMARY:
Quantitative Analyst - JHB

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.

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