Quantitative Analyst - Steenberg at Prescient Holdings (Pty) Ltd

PURPOSE OF THE ROLE

• The role will entail being part of the team that manages portfolios in line with Prescient’s philosophy and process. Key elements will be the development of new asset allocation tools and strategies, as well as the improvement of the current system. Building predictive models and advanced algorithms that help the team to drive performance across the fund range will be part of the daily work. The person will need to follow a collaborative team approach that adheres to the Prescient value framework.

DUTIES AND RESPONSIBILITIES
Asset Allocation / 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 Asset Class Modelling, Predictive Models, Asset Class Analytics etc
•  Improve the process on the strategic asset allocation by applying different optimizations
•  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

The key objective is to work on a collaborative basis, ensuring that the team remains cohesive and successful

•  Follow a collaborate approach which embraces the Prescient value system
•  Be proactive in generating new research and participating in debate
•  Suggest and implement process enhancement to improve/speed up processes
•  Contribute positively and be solutions driven
• Client and stakeholder Interaction and Marketing
• The key objective is to represent the firm proactively and positively in all interactions
•  Grow and assist in maintaining AUM
•  Represent firm in all required client interaction
•  Ensure internal sales and marketing feedback is optimal
•  PR (written, radio and TV)
•  Oversee required report commentary

REQUIRED EXPERIENCE

•  2 - 4 years of experience in a Quant Analyst position / experience in quantitative finance field, having coded predictive
• models in various scripting languages.
•  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.
•  Strong programming skills, particularly in Python / R required
•  Solid experience managing and analysing large amounts of data is a must (ideally SQL)
•  Solid understanding of asset allocation, economics and multi asset portfolio management
•  Experience with version control and database solutions necessary (ideally Git)

REQUIRED QUALIFICATIONS AND SYSTEMS EXPERIENCE

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

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