Quantitative Analyst (JHB/CPT)

SUMMARY:
Quantitative Analyst (JHB/CPT)

POSITION INFO:

Our client has an exciting role for an investment professional to join an experienced and dynamic multi-manager investment team as a Snr Quantitative Analyst.

In this role, you would apply your knowledge of best practice modelling techniques & technical skills to assess investment decision making; motivate optimal asset allocations; and asset manager combinations across a range of portfolios.

Responsibilities

• Drive the evolution of a robust quantitative capability
• Ensure investment decision making subject to quantitative scrutiny by attributing key decisions using both internal and external models
• Improve consistency of manager combinations in multi-managed portfolios by applying advanced statistical techniques to portfolio construction
• Apply statistical techniques to identify persistence of manager skill.
• Drive the asset allocation framework including SAA and tactical bands, and consideration of new asset classes and investment strategies.
• Maintenance of and enhancements to quantitative tools, databases, systems, and methodologies to stress test and improve manager selection, asset allocation and portfolio construction.
• Development and enhancements to the Quants framework to effectively deal with strategic initiatives within the team and the broader business.
• Actively participate in team discussions and investment decision making, bringing quantitative rigor, and challenging qualitative views and biases.

Criteria

• 3 – 7 years’ experience as a Quantitative Analyst in a multi-manager or fund of funds environment
• Practical knowledge of optimisation techniques
• Background in actuarial or statistical modelling
• Relevant commerce or financial markets degree (with financial mathematics/statistics/actuarial science/Data Science as a subject);
• 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.