Vacancies

Quantitative Analyst (Prescient Investment Management)

Reporting Line:

Head of Multi Asset

Location:

Steenberg, Cape Town

Business Unit:

Prescient Investment Management

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The role will entail being part of the team that manages balanced 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 multi asset team to drive performance across the multi asset 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 & 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.

WHY THIS ROLE?

This is a fantastic opportunity to be part of a talented, close-knit team that manages balanced portfolios in line with Prescient’s philosophy and systematic 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 multi asset team to drive performance across the multi asset fund range will be part of the daily work.

INTERESTED? APPLY NOW

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By applying for a role at Prescient, you explicitly acknowledge and understand, that we, our appointed third-party service providers whom we utilise to facilitate requisite background checks, verifications and screenings, will collect and process your personal information. For more information on the type of data that we will collect and process, either in-house or by our third party appointed service providers, please click here to access our Group Data Privacy Policy. Retention of your personal information is governed by the Prescient Retention Policy.

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