Quantitative Analyst Bonds (Prescient Investment Management)

DUTIES & RESPONSIBILITIES

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.
• Drive new yield enhancement research.
• Derivatives research and strategy ideas.

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.

Team Interaction

The key objective to work on a collaborative basis, ensuring that the team remains cohesive and successful

• Follow a collaborate approach which embraces the Prescient value system
• Be proactive in generating new research and participating in debate
• Suggest and implement process enhancement to improve/speed processes up
• Contribute positively and solution driven 

REQUIRED QUALIFICATIONS

• A minimum of a Honours degree in a quantitative discipline: Mathematics, Statistics, Applied Mathematics, Actuarial Science, Computer Science, Physics etc. (2 years of Mathematics and Statistics at undergraduate level is required at a minimum)  
• An MSc in one the aforementioned fields is a preferred designation.
• A further professional qualification, such as the CQF and CFA would be advantageous.