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  • Posted: Aug 31, 2020
    Deadline: Not specified
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    Old Mutual is an international investment, savings, insurance and banking group. For over 170 years we have been serving the growing insurance and investment needs of our customers, helping them achieve their lifetime financial goals.
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    Quantitative Analyst

    Role overview

    The incumbent will form part of the Liability Driven Investment’s (LDI’s) Actuarial, Risk and Quants Team (ARQ).

    LDI has identified a need for an experienced Business Intelligence Developer and/or Software Developer to assist the business with implementing an extensive list of quantitative and modelling projects as well as assist in creating risk management, reporting and Business Intelligence infrastructure to support LDI’s medium to long-term vision. The incumbent is expected to have joint deliverables to both the LDI ARQ Team and the LDI Portfolio Management team (in terms of quantitative tools and application development) and as such will get an opportunity to experience the full spectrum of the LDI business.

    The incumbent will need to buy into the LDI culture of inclusiveness, open knowledge-sharing and collaboration. Furthermore, he or she should have a working knowledge of investments, and understand key concepts such as present values, yield curves and forward rates.

    Key Result Areas

    • Design and develop supporting data infrastructure to create efficiencies and minimise operational risk in existing reporting and portfolio management processes.
    • Design and improve existing business processes
    • Develop and implement an extensive list of quantitative projects to support more advanced techniques in risk and portfolio management.
    • Design and develop relational databases
    • Development of BI Applications and front-end software 
    • Own and manage LDI’s Model Risk governance policies
    • Provide backup to ARQ team members through running of benchmark, valuation and optimisation models.
    • Collaborate within the team to research new and/or alternative quantitative techniques in LDI-style investing

    Requirements: Skills, Qualifications and Experience required

    • Undergraduate degree in Computer Science or Information Technology OR Actuarial/Financial/Mathematical degree
    • Post-graduate degree in mathematical/Computer Science, data science applications advantageous
    • At least 3 years’ experience in a software development role or quantitative analyst role developing software solutions. 5 years or greater experience is advantageous
    • Material experience implementing data solutions involving database design, query optimization and ETL development, preferably in an SQL environment
    • Experience with C#, .NET, TFS and agile development.
    • Experience developing within Microsoft’s Power Platform (PowerApps, PowerBI and Power Automate) advantageous
    • Advanced experience in VBA development
    • Working knowledge of investments, and understand key concepts such as present values, yield curves and forward rates.
    • Strong mathematical skills
    • Machine learning algorithm implementation experience (especially in a financial application) advantageous.
    • Experience in developing SSIS solutions advantageous
    • Experience coding in Python advantageous

    Competencies

    • Strong analytical skills and attention to detail
    • Problem solving and innovation
    • Self-motivated and have the ability to use initiative
    • Strong work ethic and deadline-driven
    • Team culture of collaborating and willingness to work with others.
    • A passion for the investment markets

    Method of Application

    Interested and qualified? Go to Old Mutual South Africa on www.linkedin.com to apply

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