Implementation Specialist and Quant Analyst (Prescient Investment Management)

DUTIES & RESPONSIBILITIES

Cash Management 

• Asset pricing and asset knowledge
  • Understand and be able to price all interest-bearing assets.
  • Understand and be able to price interest bearing derivatives.
  • Know variables that are needed to price assets and maintain correct set-up in Admin system.

• Money Market Dealing
  • Build understanding and ability to manage daily portfolio cash sweeping.
  • Run daily cashflow forecast to sweep all portfolios.
  • Maintenance of investment and withdrawals log for the day.
  • Know model portfolio and required/allowed assets.
  • Get a sound understanding of the Regulations (Reg28, Cisca, etc.).
  • Check exposure of each account and calculate trades needed.
  • Ensure compliance with regulation and mandate is maintained.
  • Trade required position with Banks/Issuers.
  • Learn how to negotiate best rates and not accept poor deals.
  • Ensure admin notification happens timely and accurately.
  • Sound knowledge of STRATE settlement process.
  • Check portfolios after trades to ensure assets are correctly loaded.
  • Checking data capturing in software.
  • Investigation and troubleshooting trade system errors and failures.
  • Assistance with asset set up in software: Ensure asset set-up is 100% correct in admin system and that all fields have been entered.
  • Accuracy and speed are essential in this process.

Creating assets

• New FI assets on Eagle and Front Office solution – ensuring setup is correct.
• Ensure existing set-up is correct.
• Significant experience for setting up ring-fenced structured assets that FI team have not bought.
• Static data maintenance of all assets.
• Structured note set-up.
• Maintain /updating manual Excel sheets structured notes.
• Ensuring pricing of eagle assets is correct as MTM on JSE may be incorrect.
• Liaise with JSE to correct MTM.
• Ensure FI trades MTM are correct on JSE.
• Assisting FI desk ensuring trade settlement between counter party and ADMINISTRATOR.
• FI Team liaison with ADMINISTRATOR.

Credit Ratings and Credit Data: Key contact for all rating events, updating credit rating database, maintain credit ratings in Cash & Income team as well as Compliance, front office solution and Eagle, Ensuring Cash & Income team universe of credit instruments is always updated with new issues.

Research and process improvement

• Setup processes to improve cash management.
• Assist in quant research for the Cash & Income team.
• Assist in moving cash management processes into the Prime portal.

Ad Hoc

• Check management fees and distributions at month-end.
• Check fund fact sheets.
• Check performances of cash funds are in line.
• Do fund attributions as and when required.

REQUIRED QUALIFICATIONS

• University Degree (Finance/Maths/Stats/Business Science).
• Postgraduate and/or CFA studies preferred.