QUANTITATIVE STRATEGIST – REF8532

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R HIGHLY NEGOTIABLE PLUS ANNUAL PERFORMANCE BONUS

Our client is a licensed discretionary investment manager specialising in the management of investments for both institutional and retail investors. They have an enviable track record and are a listed entity with a significant Africa and global footprint.

They now seek a Quantitative Strategist to join their team. You will join a multi asset team. You will assist tin generating investment ideas and adding value to investors on a risk adjusted basis. It will be local equity/global equity and asset allocation/risk management and portfolio optimisation areas that you will ‘look at’.

This role is suitable for appropriately qualified, previously disadvantaged affirmative action candidates.

JOB DESCRIPTION WILL INCLUDE BUT NOT BE LIMITED TO:

  • You will be required to develop and integrate quantitative risk, trade idea generation, and portfolio construction and optimization tools and strategies for active global equity portfolio;
  • You will be required to optimize active asset allocation through quants modelling;
  • You will be required to provide quants support into fundamental active SA equity process;
  • You will be required to provide portfolio recommendations to add alpha;
  • You will be required to be the team expert and researcher on AI trends;
  • You will be required to collaborate with the team to research and develop new / alternative quant techniques to enhance risk / return outcomes for clients;
  • You will be required to lead key projects such as outsourced IT development.

CORE COMPETENCIES REQUIRED, BUT NOT LIMITED TO:

  • You are curious;
  • You are innovative;
  • You have initiative;
  • You have analytical skills;
  • You have a keen eye for detail;
  • You are pragmatic;
  • You are a self-starter;
  • You are a team player;
  • You have excellent communication (verbal and written) skills in English.

CORE QUALIFICATIONS AND EXPERIENCE:

  • You have Honors (mathematics, financial mathematics, statistics, data science);
  • You have minimum 4 years’ current, relevant experience gained in an investments / quants / modelling role;
  • You have part 1 or 2 of the CFA;
  • You have coding skills – MATLAB / Python / R / C#;
  • You have financial modelling skills in Advanced Excel & VBA (Barra, I-Maps & Factset – this is preferred);
  • You have project management skills.

This is not a propeller head role – this is a role where you use your quants skills but as part of the business and investment team. Great exposure.