Quantitative Analyst - (Prescient Investment)Steenberg at Prescient

DUTIES & RESPONSIBILITIES

Asset Allocation/Balanced Quantitative Research
The key objective is the development of new asset allocation tools and strategies, as well as the improvement of the current system

• Assist in defining the asset allocation research/alpha framework.
• Improve the current asset management tools available and maintain the infrastructure in place. 
• Develop econometric models to shape the tactical asset allocation.
• Improve the process on the strategic asset allocation by applying different optimisations. 
• Improve the portfolio construction process by developing tools to measure correlations, minimize slippage etc. 
• Generate new ideas around risk management and implement them.
• Develop tools to analyse capital markets and scrutinize large amounts of data in an efficient way. 
• Present results of research projects to broader investment team.
• Document research, process, and model mechanics. 

REQUIRED EXPERIENCE 

• 1-3 years of experience in a comparable role, or in another quantitative finance field, having coded predictive models in various scripting languages. In the role it is essential to understand and implement sound econometric concepts in different scripting languages, driving efficiencies within the team and research processes. Knowledge of various statistical techniques and data science are therefore key elements.
• Solid understanding of asset allocation, economics and multi asset portfolio management
• Strong programming skills, particularly in R, are therefore essential (other languages are beneficial, especially Python)
• Solid experience managing and analysing large amounts of data is a must (ideally SQL)
• Experience with version control and database solutions necessary (ideally Git) 

REQUIRED QUALIFICATIONS AND SYSTEMS EXPERIENCE

• University Degree (Computer Science/Maths/Stats/Business Science/Actuarial), and/or Post Graduate degree
• CFA or FRM studies preferred. 
• Strong programming skills in R and SQL 

KEY COMPETENCIES

• Excellent interpersonal skills, excellent communication skills oral and written.
• Strong programming skills, particularly in R. 
• Aptitude in decision-making and problem-solving.
• Strong ability to manage complex processes and focus on business outcomes in a complex uncertain environment.
• Strong work ethic, self-motivated, driven and results oriented. 
• Must be able to manage workflow on longer-term research projects.
• Ability to listen and respond to new ideas, input and diverse perspectives.
• High levels of self-confidence, assertive as well as healthy levels of EQ.
• Energetic problem-solver.
• Structured work style, attention to detail and accuracy is of the utmost importance.