Investment Research Analyst (Sandton) at Sanlam Group

Key responsibilities

• Drive the evolution of a robust quantitative and qualitative capability.
• Ensure investment decision making subject to quantitative scrutiny by attributing key decisions using both internal and external models.
• Engage with asset managers to provide solutions in portfolios.
• Improve consistency of manager combinations in solutions by applying advanced statistical techniques to portfolio construction
• Apply statistical techniques to identify persistencies and consistencies of solutions.
• Drive the asset allocation framework including SAA and tactical bands, and consideration of new asset classes and investment strategies.
• Maintenance of and enhancements to quantitative tools, databases, systems and methodologies to stress test and improve manager selection, asset allocation and portfolio construction.
• Development and enhancements to the Quants framework to effectively deal with strategic initiatives within the team and the broader business.
• Actively participate in team discussions and investment decision making; bringing quantitative rigor and challenging qualitative views and biases.
• Self-development
• Ensure that standard procedures, practices and Client servicing are maintained and adhered to
• Risk awareness and the management of these risks
• Awareness of regulatory legislation and developments within the industry

Qualifications and experience

• Relevant bachelor's degree – Bachelor’s degree majoring in Finance, Economics or Actuarial Science (Hons). Stats/Maths Degree.
• CFA advantageous
• Minimum of 3-5 years Asset Management/Investment experience
• Excellent quantitative skills that have been honed in an asset management/multi-management environment. 
• Practical knowledge of optimization techniques and modelling. Background in any actuarial or statistical modelling.
• Previous working experience in a multi-manager or single manager environment.
• Skills in identifying underlying managers/strategies for portfolio construction to achieve robust outcomes. 

Knowledge and skills

• Knowledge of investment products/asset classes and wider Investment services industry and process.
• Computer literate with proficiency in Microsoft Office (Word, Excel, PowerBI, Macros and PowerPoint)
• Intermediate/Advanced programming and modelling skills (R, Python)
• Systems knowledge and experience (Morningstar, MSCI Barra, Bloomberg, Iress)
• Self-starter
• Excellent writing skills