Quantitative Analyst - JHB
Capital Assignments
Johannesburg, South Africa
10h ago
source : Executive Placements

One of South Africas most highly acclaimed Asset Management Companies is looking to bring in a bright and passionate Quantitative Analyst.

This role will give you the opportunity to work with some of the greatest minds in the investment .

Responsibilities

  • Creating and revising models at inception of various aspects of the credit process
  • Creation of a macro-credit spread model;
  • Assisting with the formulation of a multi-variable credit rating tool for use across deals;
  • Portfolio optimization model construction;
  • Development of model portfolio;
  • Credit pricing, credit risk and credit rating models
  • Criteria

  • 1 3 years experience
  • Relevant commerce or financial markets degree (with financial mathematics / statistics / actuarial science / Data Science as a subject);
  • FRM, CQF and / or CFA candidate or similar quantitative qualification would be an advantage
  • Basic understanding of credit as an asset class, credit market and credit risk;
  • Prior experience with financial instruments and in financial markets an advantage;
  • Prior experience in building investment models;
  • Prior experience in statistical / econometrics modelling techniques is essential;
  • Programming skills (Python, R programming or other) is essential.
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