Quantitative Investment Analyst (BEE Role) at Talent ID (Pty) Ltd

Part of this role will require you to build predictive models and advanced algorithms that help the multi-asset team to drive performance across the multi-asset fund range will be part of the daily work.

The key elements will be the development of new asset allocation tools and strategies, as well as the improvement of the current system. 

Required Experience

• Minimum of 2 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 analyzing large amounts of data is a must (ideally SQL)
• Experience with version control and database solutions necessary (ideally Git)

Required Qualifications

• 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

Duties and Responsibilities

Asset Allocation/Balanced 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 optimizations
• Improve the Portfolio Construction Process by developing tools to measure correlations, copulas
• Generate new ideas around risk management and implement them
• Develop tools to analyze capital markets and scrutinize large amounts of data in an efficient way

Balanced Fund Portfolio Management

The key objective is to manage the balanced funds to meet performance objectives across all local and global mandates.

• Give input to local and global balanced portfolio strategy and the generation of model portfolios
• Manage tactical asset allocation decision tools
• Give input to tactical asset allocation decisions
• Generate currency views
• Seek alpha opportunities
• Document research, process and model working

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
• 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