Quantitative Analyst at Sanlam Group

Job Description

To join a team managing a unique, global equity product. This is an analyst role, building the quantitative tools and information processing to support the idea generation and research process. This role is an end to end role requiring data warehousing, processing, modelling and outputting. These inputs will form part of the investment debate and the quantitative analyst will be expected to present and argue their views and participate in the final investment decision.

• Build and maintain the quantitative screens for the Global Macro Equity fund - including country, sector, style and currency models.
• Build and maintain easy to use dashboards
• Investigate new ideas and relationships and translate these into actionable investment recommendations
• Present investment ideas and participate in the investment debate
• Lead key projects such as outsourced IT development
• Participate in the teams AI initiatives
• Collaborate with the team to research and develop new/alternative quant techniques to enhance risk/return outcomes for clients

Job requirements:

• At least 4 years’ experience gained in an investments / quants / modelling role
• Honors/Masters in Mathematics / Financial Mathematics / Statistics / Data Science
• CFA preferred
• Coding skills – MATLAB / Python / R / C#
• Experience in working with large data sets, and performing quantitative & statistical analysis in Advanced Excel & VBA (Barra, I-Maps & Factset preferred)
• Project management skills
• Deep interest in markets, finance, quants and investing

Competencies:

• Curiosity
• Resilience
• Innovation
• Initiative
• Analytical skills
• Attention to detail
• Pragmatism
• Self-starter
• Team player
• Communication skills

Skills

C#, Communication, MATLAB, People Management, Python, Quantitative Statistical Analysis, Researching, R Programming, Taking Initiative, Teamwork

Education

Chartered Financial Analyst (CFA)(Foreign Qualification) (Required), Honours Degree (Hons): Mathematics, Masters Degree (M): Mathematics