Quantitative Analyst: Bonds (Prescient Investment Management)

DUTIES & RESPONSIBILITIES

Interest Bearing Research

Objective: Push the boundaries of research quality and innovation to generate alpha.

• Build and expand quantitative strategies and models to deepen market coverage.
• Research and test derivatives, yield enhancement, and duration strategies.
• Translate academic concepts into real-world market applications.
• Document and publish research, models, and processes for scalability.
• Contribute content to the Bond Portal and internal knowledge sharing.
• Be proactive in generating new research ideas and challenging conventional thinking.

Interest Bearing Portfolio Management/Implementation

Objective: Turn research into results by maintaining and optimising bond portfolios.

• Oversee and maintain bond model portfolios with disciplined execution.
• Manage cashflow implementation and bond dealing.
• Ensure compliance with mandates and risk parameters.
• Contribute to portfolio strategy, including:
  • Asset allocation decisions.
  • Duration positioning.
  • Yield enhancement opportunities.
  • Currency insights.
  • Risk management using derivatives.

Team Interaction

Objective: Work collaboratively in a high-performance, idea-driven environment.

• Embrace a team culture that values debate, innovation, and shared success.
• Contribute actively in discussions and bring fresh perspectives from your academic background.
• Suggest and implement process improvements to enhance efficiency.
• Share insights that can add value to client engagement and thought leadership.

REQUIRED QUALIFICATIONS

• Minimum: Honours degree in a quantitative discipline: (Actuarial Science, Mathematics, Statistics, Applied Mathematics, Computer Science, Physics, or similiar). Must include at least 2 years of Mathematics and Statistics at undergraduate level.  
• Additional professional qualifications (CQF and CFA, or in progress) would be an advantage.