Investment Quantitative AnalystHello future Ashburton Investment Quantitative Analyst Ashburton Investments is a new generation investment manager that offers investors access to more sources of return and more ways to manage risk. We pride ourselves on offering solutions to address clients' holistic balance sheet needs, and to support business strategies in the re-allocation of investment capital in the face of increasing regulatory pressures.
In this role, you will provide a quantitative service to the Ashburton Performance and Risk Analytics team. The team provides advanced portfolio analysis to the business and its clients, including fund attribution analysis and risk analysis and reporting.
Are you someone who can: Major DutiesConduct detailed performance attribution and risk analyses: interpret performance and risk data; analyze portfolio characteristics to determine sources of historical performance and portfolio risk exposures.Work with portfolio management teams to implement investment ideas in the context of an overall portfolio; identify and communicate material risk exposures.Provide feedback to portfolio management teams on risks and returns to improve investment processes.Generate accurate performance attribution and risk management reports for internal and external distribution.Audit the output from attribution and risk management systems, and research/resolve variances on individual securities as necessary.Calculate composite performance information based on the requirements and recommendations of the Global Investment Performance Standards (GIPS).Conduct ex-Post and Ex-Ante Risk analysis on funds.Perform market analysis, conduct sensitivity analyses, and stress testing to assess risk and return profiles.Provide independent analysis and management of Investment Risks (Market Risk, Credit and Counterparty Risk, Liquidity Risk, Performance Risk, Pricing and Valuation Risk).GeneralDemonstrate knowledge of the asset management industry, including local and international best practices for performance calculation methods and standards.Provide investment performance reports/packs to various stakeholders in a timely manner.Perform quality control checks on Performance and Risk reports across relevant investment funds and portfolios.Have sound Bloomberg/Bloomberg PORT knowledge.Partner with the Fund Managers and business development teams in preparing presentations and reports for clients and consultants.Understand and monitor market trends, benchmark index movements, macro-economics, and industry happenings to provide meaningful insights to stakeholders.Provide insights into the Fund's Minimum Disclosure Documents (MDDs).Stay relevant and up to date with legislation and new developments.QualitiesDemonstrate pride in the organization's brand services and products by consistently delivering on the brand's promise.Maintain personal quality and productivity standards consistently and accurately.Maintain a positive attitude and respond openly to feedback.Handle stress in ways that do not negatively impact others.Plan and manage your own workflow anticipating obstacles and juggling priorities.Take ownership of personal career development leveraging formal and informal opportunities.Read situations and organizational realities.Act in an ethical, transparent, and morally defensible manner.Share, debate, and communicate learnings.Promote a friendly, cooperative climate.You will be an ideal candidate if you:Have completed a relevant bachelor's degree in Science, Mathematics, Technology, or Engineering.Have at least 3 – 5 years' experience in risk or portfolio management functions (Investment Banking, Asset Management).Possess good MS Excel skills; familiarity with performance attribution/risk management software preferred (StatPro / Bloomberg PORT / Power BI / Python / SQL).Familiarity with performance attribution and/or risk management principles.Prior performance analysis and/or risk management experience.Familiarity with portfolio composition concepts and methods.Honours, master's degree, or other equivalent postgraduate diploma (advantageous).Registered with a Financial Services Authority (advantageous).CIPM, CFA, or studying towards (advantageous).You will have access to:Opportunities to network and collaborate.A challenging working environment.Opportunities to innovate.We can be a match if you have:Curiosity and courage - you're driven by always wanting to know more.Obsessed with mastery - you know what it takes to become good at what you do.Are you interested in taking the step? We look forward to engaging with you further. Apply now! Job DetailsTake note that applications will not be accepted after the closing date indicated below. Closing Date: December 5, 2024
All appointments will be made in line with FirstRand Group's Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. Candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless required by law to disclose it to other parties.
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