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South Africa: Quantitative Analyst

Date 2024-11-14
Job Title Quantitative Analyst
Employer
More Information
Salary Market Related
Category Accounting Finance
Location ZA
/ South Africa

Job Summary

Purpose of the Role The Quantitative Analyst – Bonds will be part of a high-performing Bonds team, responsible for conducting research and providing insights on interest-bearing markets. This role involves a blend of quantitative and fundamental analysis to evaluate bond and money market opportunities, with a focus on identifying fair value across these markets. The successful candidate will be expected to contribute to both the research process and portfolio management efforts, supporting the development of bond strategies and risk management processes. This is an ideal opportunity for someone aspiring to progress into a Bond Portfolio Manager role, with potential future client-facing responsibilities. Key Responsibilities Interest Bearing Research Conduct in-depth research to improve the quality and coverage of bond market data, with the goal of enhancing alpha. Support the development and expansion of strategies and market coverage. Contribute to portfolio construction and risk management (under guidance). Assist in developing and documenting content for the bond portal. Develop strategies for yield enhancement and derivatives research. Continuously document research processes, methodologies, and models to ensure consistency and transparency. Interest Bearing Portfolio Management/Implementation Assist in maintaining bond model portfolios to meet performance objectives. Support cashflow management and bond dealing processes while ensuring compliance with investment guidelines. Provide input on bond portfolio strategies, including asset allocation decisions and duration positions. Assist in the generation of yield enhancement strategies and provide currency views. Help manage portfolio risks using derivatives where applicable. Team Collaboration Collaborate effectively within the Bonds team, promoting a positive, cohesive work environment. Proactively contribute to the generation of new research ideas and engage in team discussions to improve strategies. Suggest process improvements that will help streamline research and portfolio management activities. Demonstrate a solution-oriented approach to challenges, contributing to the overall success of the team. Required Skills and Experience Experience: At least 2 years of experience in asset management, specifically in fixed income analysis or portfolio management (e.g., analyst, junior portfolio manager). Experience in roles requiring strong quantitative and analytical skills, including economics or econometrics. Exposure to Liability Driven Investment (LDI) strategies and actuarial backgrounds are highly beneficial. Technical Skills: Proficiency in at least one programming language such as Python, R, Matlab, C++, or C# . Ability to showcase independent coding work or projects that demonstrate analytical and programming skills. Education: A minimum Honours degree in a quantitative discipline such as Mathematics, Statistics, Applied Mathematics, Actuarial Science, Computer Science, or Physics . (At least 2 years of undergraduate Mathematics and Statistics required). An MSc in a related field is preferred. Additional professional qualifications, such as CQF (Certificate in Quantitative Finance) or CFA (Chartered Financial Analyst), are advantageous. Key Competencies Analytical Thinking: Ability to generate logical ideas and solve complex problems, particularly in quantitative research and portfolio construction. Work Ethic: Highly self-motivated, driven, and focused on delivering results. Problem-Solving: Strong aptitude for solving technical challenges and providing innovative solutions. Team Collaboration: Strong interpersonal skills and ability to work well in a team, contribute to discussions, and engage with colleagues constructively. Communication: Exceptional verbal and written communication skills, with the ability to present complex ideas clearly and concisely. Attention to Detail: Strong focus on accuracy and quality in research and documentation. Organization: Highly organized with the ability to manage multiple tasks and meet deadlines in a fast-paced environment. Programming Skills: A solid programming background, with the ability to adapt and learn new coding techniques quickly.

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Quantitative Analyst position available in ZA, South Africa. This job position was posted by . The job has been posted on 2024-11-14 in the Accounting Finance category

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