Vacancies

Instrument Risk Specialist (Prescient Investment Management)

Reporting line

Portfolio Risk & Analytics (Manager, PRA)

Location

Tokai Cape Town

Business Unit

Prescient Investment Management
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The role exists because, as a systematic investment manager, our value is created in the layer where raw market data becomes the classified instruments, valuations and exposures our clients and regulators rely on, and today much of that judgment lives informally, in spreadsheets and in people’s heads. This role turns it into governed, automated systems, and then remains accountable for what they produce.

DUTIES & RESPONSIBILITIES

  • Design and build the systems that classify instruments, roll credit ratings forward, and validate pricing and exposure across asset classes: automated, governed, and durable rather than one-off scripts, built on the firm’s cloud data platform (AWS, GitHub, Airflow orchestration) alongside the technology team.
  • Translate regulatory and mandate intent into defensible data: interpret what a mandate, regulation or classification standard requires and encode it as auditable definitions and checks.
  • Exercise the daily judgment the systems cannot hold: new-instrument classification calls, valuation edge cases, and the decision that a result is reasonable, not merely computed.
  • Design the controls that catch silent failures (the plausible, confident, wrong number that no alarm flags) before they reach a client, an auditor or the board.
  • Own the data contracts and vendor relationships for critical instrument and pricing sources, so a bad upstream number dies at the door rather than in a client report.
  • Document the reasoning behind every system (assumptions, scope, what each check does and does not watch) so another capable person could repair it, not merely run it.
  • Certify and stand behind the numbers when questioned, including to auditors, governance forums and clients: when a number is challenged, produce the evidence that it is right.

REQUIRED EXPERIENCE

  • 5–8 years in quantitative markets, risk or investment-data roles, at a level of owning outcomes rather than executing tasks.
  • Demonstrated instrument-valuation and classification judgment across asset classes.
  • Working fluency in credit and market risk and regulatory-reporting concepts (rating methodologies, capital and risk frameworks).
  • Quantitative depth (derivative pricing, risk modelling) sufficient to judge whether a result is reasonable, not merely arithmetically correct.
  • Strong programming: Python essential; SQL; others (C#, R, SAS) advantageous. A track record of building durable, well-structured data tools.
  • Experience with modern data platforms advantageous: cloud warehouses or lakehouses (AWS), version-controlled delivery (Git), pipeline orchestration (e.g. Airflow), data-quality frameworks.
  • Data-governance and stewardship experience: definitions, lineage, controls; caring that a number means the same thing everywhere it appears.

REQUIRED QUALIFICATIONS

A postgraduate qualification in a quantitative discipline (quantitative risk management, financial engineering, statistics or similar), or equivalent depth demonstrated in practice.

KEY COMPETENCIES

  • Ownership and accountability. Builds things meant to last and to be owned, not handed off and forgotten; takes personal responsibility for a number being right years after the tool shipped.
  • Sceptical rigour. Suspicious of their own automation; treats the quiet failure as the dangerous one and designs for it.
  • Judgment under ambiguity. Comfortable making and defending the call where the rule runs out: a new instrument, an unusual structure, a contested interpretation.
  • Legibility and communication. Explains reasoning as naturally as writing code; documents so that systems survive their author; communicates a technical judgment to a non-technical audience without loss.
  • Business-first orientation. Starts from why the business needs a thing before reaching for a tool.
  • AI-augmented engineering. Uses modern AI tooling as a genuine force multiplier while understanding, deeply, everything shipped with its help.

WHY THIS ROLE?

Born of an entrepreneurial spirit, Prescient is a systematic investment manager known for exceptional quantitative expertise. We travel in our own lane, to the beat of our own drum: rigorous, thorough, meticulous, because our business is creating certainty for the clients who trust us with their financial future. You will work among 30+ interdisciplinary investment professionals and data scientists carrying 300+ years of combined experience and a deep bench of advanced degrees (Master’s, PhD, CFA, FRM). We hire A-players: self-starters who chase mastery, argue from facts, and are quietly confident without arrogance, and we hand them real responsibility early. We are AI-native by conviction, not fashion. We think automating the routine raises the value of human judgment rather than replacing it, so we pour effort into building systems that run themselves, and we reserve our people for the calls a system cannot make. We do the groundwork, we think long-term, and we are accountable for our own numbers. This role is that ethic made into a job. The best fit is a builder who wants to own what they build: someone who has spent years producing excellent work and is now drawn to being the trusted, accountable authority over a domain: building the machinery, then standing behind the truth it produces. You will have the autonomy to shape the systems, the mandate to own them, and colleagues who will challenge you in rigorous, fact-based debate and share their knowledge freely. Break the mould. Create the future.

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WE ARE A MULTINATIONAL BUSINESS.

South Africa

  • South Africa
  • China
  • Ireland

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+27 21 700 3600

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