Quantitative Analyst

Swan iT is searching for a Quantitative Analyst to join an investment management firm in Cape Town. The successful candidate will play a key role in the architecture of the systematic investment engine, databases, research, analytics tools, and processes.

In this role the candidate will be involved in researching, developing, and maintaining processes to assimilate large amounts of quantitative and qualitative financial data, signal generation and testing for statistical significance, the efficient use of financial derivative contracts to manage market exposure, optimal trade execution and cash management methodologies, portfolio construction and rebalancing techniques, as well as risk management, reporting and visualization.

Responsibilities:

• Assist in scoping model validation policies


• Develop data models and algorithms best suited to a team and/or process


• Assessing effectiveness of the data models


• Investment model validation


• Develop processes and analytics tools to monitor model and portfolio performance and accuracy


• Document research, processes and model validation


• Collaborate and present on new strategies and enhancements to existing strategies


• Derivatives research and strategy ideas


• Be proactive in generating new research and participating in debate


• Suggest and implement process enhancement to improve/speed up processes

Requirements:

• Minimum of 3 years of prior experience


• Strong programming skills, particularly in Python / R required.


• Solid experience managing and analysing large amounts of data is a must (ideally SQL).


• Essential to understand and implement sound econometric concepts in different scripting languages, driving efficiencies within the team and research processes.


• Post Graduate degree in Science, Engineering, Finance

We can’t wait to hear from you!