Investment Quantitative Analyst at Ashburton Investments

Are You Someone Who Can

Major Duties

• Conduct detailed performance attribution and risk analyses: interpret performance and risk data; analyze portfolio characteristics to determine sources of historical performance and portfolio risk exposures.
• Work with portfolio management teams to effectively implement investment ideas in the context of an overall portfolio; identify and communicate material risk exposures.
• Provide feedback to portfolio management teams on risks and returns to help improve investment processes.
• Generate accurate performance attribution and risk management reports for internal and external distribution.
• Audit the output from attribution and risk management systems, and research/resolve variances on individual securities as necessary.
• Calculate composite performance information based on the requirements and recommendations of the Global Investment Performance Standards (GIPS)
• Conduct ex-Post and Ex- Ante Risk analysis on funds.
• Perform Market analysis, conduct sensitivity analyses and Stress testing in order to assess risk and return profiles.
• Provide an independent analysis and management of Investment Risks (Market Risk, Credit and Counterparty Risk, Liquidity Risk, Performance Risk, Pricing and Valuation Risk).

General

• Demonstrate knowledge of the Asset management industry, including local and international best practice for performance calculation methods and standards
• Timeously provide investment performance reports/packs to various stakeholders.
• Perform quality control checks on Performance and Risk reports across relevant investment funds and portfolios.
• Have sound Bloomberg/Bloomberg PORT knowledge.
• Partner with the Fund Mangers and business development teams in the preparation of presentations and reports for clients and consultants.
• Understand and monitor market trends, benchmark index movements, macro-economics and industry on-goings to provide meaningful and relevant insights to stakeholders.
• Provide insights into the Fund’s Minimum Disclosure Documents (MDDs)
• Stay relevant and up to date with legislations and new developments.

Qualities

• Demonstrate pride in the organisations brand services and products by consistently delivering on the brands promise.
• Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained.
• Maintain a positive attitude and respond openly to feedback.
• Handle stress in ways that do not negatively impact others.
• Plan and manage own workflow anticipating obstacles juggling priorities and following through on objectives within agreed time-frames and according to quality standards
• Take ownership of personal career development leveraging formal and informal opportunities
• Read situations and organisational realities.
• Set aside personal agenda for the greater good.
• Act in an ethical transparent and morally defensible manner including highlighting unethical practices.
• Share debate and communicate learnings.
• Flag and debate issues constructively.
• Promote a friendly cooperative climate.

You Will Be An Ideal Candidate If You

• Have completed a relevant bachelor’s degree in science, Mathematics, Technology and Engineering.
• Have at least 3 – 5 years’ experience in risk or portfolio management functions (Investment Banking, Asset Management).
• Good MS Excel skills required; familiarity with performance attribution/risk management software preferred (StatPro / Bloomberg PORT/ Power BI/ Python/ SQL).
• Familiarity with performance attribution and/or risk management principles preferred.
• Prior performance analysis and/or risk management experience preferred.
• Familiarity with portfolio composition concepts and methods preferred.
• Honours, master’s degree or other equivalent Post graduate diploma (advantageous)
• Registered with a Financial Services Authority (advantageous)
• CIPM CFA or studying towards (advantageous)

You Will Have Access To

• Opportunities to network and collaborate.
• A challenging working environment.
• Opportunities to innovate.

We Can Be a Match If You Have

• Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough to
• Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it.