Top investment house has a front-office opportunity available for an experienced and appropriately qualified numerically-orientated candidate to play a key role in the investment team supporting the investment decision making process.
Please note that this role is specifically earmarked for an Employment Equity candidate.
Key responsibilities include:
• Research, develop and integrate quantitatively-orientated risk; portfolio construction optimization tools and investment strategies.
• Research and develop new / alternative quant techniques to enhance risk/return.
• Optimize active asset allocation through quants modelling.
• Making portfolio recommendations and providing quantitative support.
• Lead key quantitatively-orientated projects.
• At least 4 years’ experience gained in a quant-orientated investment role.
• Masters degree in Mathematics / Financial Mathematics / Statistics.
• CFA, CFQ, FRM preferred.
• Exposure to and knowledge of MATLAB / Python / R / C#.
• Advanced Financial Modelling skills in Excel & VBA
• Project management skills