Vacancies

Quantitative Analyst (Prescient Investment Management)

Reporting line

Head of Cash and Income Funds

Location

Steenberg, Tokai

Business Unit

Prescient Investment Management

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The candidate will be part of the Cash and Income investment team responsible for the architecture of the systematic investment engine, databases, research, analytics tools, and processes. This includes efficiently receiving, transferring, processing, analysing and streamlining information, research and business processes, including integrating 3rd party service providers and systems and all required reporting. The role includes extending and enhancing the functionality of PRIME, the Portfolio Research and Investment Management Engine. Strong programming skills, particularly in Python and SQL are therefore required. Solid experience managing and analysing large amounts of data is a must. In this role the candidate will be involved in researching, developing, and maintaining processes to assimilate large amounts of quantitative and qualitative financial data, signal generation and testing for statistical significance, the efficient use of financial derivative contracts to manage market exposure, optimal trade execution and cash management methodologies, portfolio construction and rebalancing techniques, as well as risk management, reporting and visualization. The person will need to follow a collaborative team approach that adheres to the Prescient value framework.

DUTIES & RESPONSIBILITIES

The key objective is the development of analytics tools and strategies, as well as the improvement and extension of PRIME for the Cash and Income Funds

Assist in defining the PRIME framework and incorporate current analytics tools and reporting
Assist in scoping model validation policies
Develop data models and algorithms best suited to a team and/or process
Assessing effectiveness of the data models
Investment model validation
Develop processes and analytics tools to monitor model and portfolio performance and accuracy
Document research, processes and model validation

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 tools (guided)
Assist in developing visualisations and relevant content for PRIME
Collaborate and present on new strategies and enhancements to existing strategies
Derivatives research and strategy ideas

Team Interaction

The key objective is 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 up processes
Contribute positively and be solutions driven

REQUIRED EXPERIENCE

3 or more years of experience in a comparable role, or in another quantitative finance field, having coded predictive models in various scripting languages.
Essential to understand and implement sound econometric concepts in different scripting languages, driving efficiencies within the team and research processes. Knowledge of various statistical techniques and data science are therefore key elements.
Strong programming skills, particularly in Python / R required.
Solid experience managing and analysing large amounts of data is a must (ideally SQL).

REQUIRED QUALIFICATIONS

University Post Graduate Degree (Science / Engineering / Finance) / Masters.
Strong programming skills in Python and SQL is essential.

KEY COMPETENCIES

Ability to generate ideas and think logically.
Structured work style, attention to detail and accuracy is of the utmost importance.
Aptitude in decision-making and problem-solving.
Excellent interpersonal skills, excellent communication skills oral and written.
Strong ability to manage complex processes and focus on business outcomes in a complex uncertain environment.
Strong work ethic, self-motivated, driven and results oriented.
Must be able to manage workflow on longer-term research projects.
Ability to listen and respond to new ideas, input and diverse perspectives.
High levels of self-confidence, assertive as well as healthy levels of EQ.
Energetic problem-solver.

WHY THIS ROLE?

This is your opportunity to be part of the Cash and Income team responsible for the architecture of the systematic investment engine, databases, research, analytics tools, and processes. A great role with excellent growth potential and exposure to all asset classes.

INTERESTED?
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