Quantitative Analyst at Oasis Crescent

Quantitative Analyst Summary:

The key function of the position of the Quantitative Analyst is to conduct investment research and analysis using quantitative modelling. The purpose of this role is to generate new investment ideas and identify long term cyclical and secular trends. The quantitative analyst is expected to conduct sound financial and trend-line analysis and make investment recommendations based on strong and well-supported data. The person will be responsible for data collection, analysis, report writing and presenting reports to support the investment decision process. Ongoing screening of the investment universe is part of the responsibility. The quantitative analyst is expected to play a significant role in idea generation by processing significant volumes of economic data sources through various systems such as Bloomberg, Reuters, I-Net etc.

Job Description:

Conduct research and keep abreast with the changing investment environment

• Ensure that you are key decision contributor to the Investment Team
• Undertake comprehensive evaluation and analysis to ensure that a thorough due diligence is conducted before the firm undertakes an investment into a security on behalf of its client
• Application of investment principles primarily to the equity market, however from time to time, this may encompass evaluation of properties, bonds, or unlisted instruments.
• Involves the use of long term investment analysis in accordance with internal proprietary methodologies including:
• Ratio Analysis
• Detailed financial analysis of financial performance and financial position of the company through evaluation of Balance Sheets, Income Statement, Cash Flow Statement and Statement of Changes in Equity
• Evaluate the impact of changes in macro and micro economic variables and its implications on the risk and return profile of a security
• Evaluate long term history and numerical data and conduct quantitative analysis of companies looking at trend line and statistical numbers
• Responsible for developing investment ideas using quantitative techniques
• Identification of trends in global and local economic and market condition using statistical and mathematical projections.
• Apply stochastic and financial modelling to identify undervalued securities across local and global markets.
• Apply portfolio construction techniques to minimize risk and inherent volatility within portfolios and to analyze and quantify inherent risk within investment portfolios managed by the firm.
• Write reports which articulate the outcomes of the quantitative methods applied which can be used to make substantive investment decisions.
• Attend the Daily Morning Meeting and provide a report back on any events from the previous day including but not limited to Management Meetings with companies, Results Presentations of companies, Information obtained from the media (newspapers/Bloomberg etc), Economic data released, Market update.
• Ensure that you follow up and successfully execute the action points agreed in the meetings.
• Submit reports for and attend strategy and model portfolio meetings
• Provide input into the strategy investment committee meetings
• Ensure that you have done proper due diligence and applied detailed reviews of the reports in preparation for the strategy and model portfolio meetings and that the quality of the analysis and the recommendations are of an exceptional quality
• Ensure that all systems remain up to date, and models are updated on the system and it is the analysts responsibility to report to the CIO after conducting periodic reviews that all information is up to date.
• Ensure that investment decisions recommended by the analyst which are approved are followed through completely and ensure execution across our model and clients portfolios.
• Ensure that you use the systems available optimally and enhance the usage of the system such us Decalog, Xamin, Inet Bloomberg Thompson Reuters to assist in your decision making process
• Ensure that procedure manuals are followed at all times, and regularly maintained when applicable.

Qualification Requirement:

• Bcom Hons degree in Financial Analysis and Portfolio Management