Senior Quantitative Developer (R, Python)

Recruiter:

CSG Recruit

Job Ref:

MDWQUA

Date posted:

Tuesday, August 24, 2021

Location:

Johannesburg, South Africa

Salary:

R1 Mill pa

SUMMARY:
Purpose of the Job: Responsible for broad data science and technology adoption, implementation, and standardization across our investment infrastructure, team specific as well as how we interact with the broader Team. Contribute to building Machine Learning platform and implementation in investment and operational processes.

POSITION INFO:

Responsibilities:

Ability to interact with and integrate large data sets from preferred data providers (Bloomberg and/or equivalent)
Develop and maintain team codebase integrity and efficiency
Utilise technology stack to perform and contribute to cutting edge factor and multi-asset research
Drive progressive AI/ML adoption, implementation, research and development across the team and larger business
Upskill the team on various technologies and relevant software stacks
Perform implementation, support and quality control for ad-hoc team development projects

Qualifications:

Maths, Engineering, Actuarial Science, Finance or Computer Science degree (4 years degree or Hons equivalent)

Experience

5-10 years in financial markets, preferably asset management

Job related Skills

Deep understanding of Tidyverse/R (tidy data, dplyr, purr, future)
Functional experience and ability in Python
Functional background in version control, Github with LFS, TortoiseGit, CLI
Deep understanding of AI/ML
General understanding of Financial Markets
Deep understanding of Factor investing

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