Quantitative Analyst

Details of the offer

Job title : Quantitative Analyst
Job Location : Western Cape, Cape Town

Deadline : December 28, 2024

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Overview A vacancy has arisen for a Quantitative Analyst at M&G SA. This position would be suited for someone with an exceptional academic record and advanced technical skills.
Key Responsibilities Research focus – reading and replicating papers about subjects that could enhance the existing investment process, drive new product development, or provide additional insight. Supporting the investment process and broader business with sound analysis and interpretation of data as a member of the Quants team. Coding skills – R and/or Python strongly preferred, otherwise Matlab. Generating ideas and prototypes for tools to enhance the investment process. Enhancing existing quantitative portfolio management tools (written in R). Reading, understanding and maintaining others' code, and writing code that others will read. Sourcing, organising and cleaning the data required for tools and prototypes under development. Developing and documenting machine learning and/or statistical models to assist in the investment process. Partnering with ITS in order to roll out and enhance the use of systems and databases within the investment team. Remaining abreast of developments in big data/AI/fintech that may be useful in the investment context. General and recurring analysis tasks related to being a member of the quants team (both for the investment team and other parts of the business).
Attributes, Qualifications, Skills & Experience Relevant academic qualification with a strong focus on statistics, applied mathematics, data analysis, or financial modelling – Masters level strongly preferred. A minimum of 3 years' experience, but preferably at least 5, as a quantitative analyst/quant developer. Willing to consider completing the CFA qualification (or CAIA, or FRM, or similar) depending on existing academic qualifications and experience.
Software knowledge: R and/or Python (preferred) or Matlab. VBA would also be useful. Bloomberg, Inet/IRESS, Thomson Reuters/Refinitiv experience would be an advantage. Factset and/or MSCI BarraOne experience would be useful.
Competencies & Personal Attributes Motivated and able to learn new skills and concepts independently, and capable of consuming large volumes of information. A finisher. Able to work at a consistent rate even without firm deadlines, in an unstructured, high-trust environment. Ability to think through and solve complex problems. The ability to accept requests that specify the question to be answered, but not necessarily how to answer it. The ability to determine when a rapid, "good enough" answer is required, vs a detailed, perfectly robust one. Self-organising, able to prioritise unless external guidance is provided. Able to judge when to ask for help. Able to function well as part of a team with complementary but different skills. The ability and confidence to clearly explain technical material at an appropriate level to the audience. Sense of accountability, ethics and responsibility. Attention to detail, with consistent production of clearly documented, well-organised output. Ability to work independently and to accept feedback.

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