Quantitative Analyst (interest Rate Management) – Ref9636

Cape Town, Western Cape, South Africa

Job Description

9636//Cape Town//
R HIGHLY NEGOTIABLE PLUS ANNUAL PERFORMANCE BONUS
Our client is a leading investment manager with expert staff and a highly successful result for clients.
The company is dedicated to the development and empowerment of South Africa and its people, with many of their investment offerings geared towards a meaningful difference to their world.
They now seek a quantitative analyst (interest rate management) to join their interest rate team. You will report to the head of interest rates.
JOB DESCRIPTION WILL INCLUDE BUT NOT BE LIMITED TO:

  • You will be responsible for performing fundamental macro-economic and quantitative research, with emphasis on the local bond market;
  • You will be responsible for making recommendations on investment opportunities to the Interest rate team;
  • You will be responsible for regular and effective communication of market views and performance to key internal and external stakeholders;
  • You will be responsible for developing and maintaining econometric models and databases using Excel, R, Python, etc.
CORE COMPETENCIES REQUIRED, BUT NOT LIMITED TO:
  • You are an energised team player;
  • You are a diligent, hardworking self-starter;
  • You have strong problem-solving skills;
  • You have excellent communication (verbal and written) skills in English;
  • You have sound planning and organising skills;
  • You have a keen eye for detail;
  • You have high stress tolerance;
  • You have curiosity and a willingness to learn;
  • You have demonstrable drive, purpose and initiative.
CORE QUALIFICATIONS AND EXPERIENCE:
  • You have a postgraduate degree in mathematics, statistics, econometrics or similar is required;
  • You have a CFA, FRM, CQF or similar - this would be a distinct advantage;
  • You have a minimum of 3 years current, relevant work experience in a relevant analytical or risk management role;
  • You have sound macroeconomic understanding, complementedby strong quantitative skill-set (mathematics, statistics, econometrics, etc.);
  • You have coding proficiency in at least one programming language (Python/R, etc.).
Great team - superb manager and amazing projects and plans for you and this team. Big opportunity to show what you can do! Rewards will follow, quickly!

Skills Required

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Job Detail

  • Job Id
    JD1564218
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Cape Town, Western Cape, South Africa
  • Education
    Not mentioned