Junior Quantitative Analyst: Quant Modeling & Portfolio Analytics

Old Mutual Limited; Cape Town; On-site; ZAR 800,000 - 1,100,000; Full time

Job summary

Old Mutual Limited in Cape Town invites applications for a Quant Analyst within Symmetry's investment team. The role develops and implements complex quantitative models and analytical strategies for local and global capital markets.

You will work in a dynamic team, maintain quant elements of models, perform data mining, and produce portfolio analyses. Requires graduate qualification and 3–5 years' experience, strong quantitative skills, and English communication.

Qualifications

• Relevant graduate qualification (BCom, BSc, B.Bus.Sci).
• Preferably 3–5 years minimum relevant industry experience.
• Strong quantitative skills (including Excel) or programming experience in an investment setting.
• Understanding of financial analysis and modelling.
• Critical reasoning skills.
• Big data analytics and AI skills will be beneficial.
• Great communication skills and able to present ideas clearly in English.

Responsibilities

• Maintain, run and evolve the quant elements of the existing models and processes.
• Assist with fund manager style and skill analysis including holdings-based analysis.
• Build and maintain quant-based analysis tools per asset class with auto reporting mechanisms.
• Build and maintain an optimisation workspace that each product/solution can use as an objective starting point for portfolio construction.
• Assist with data mining and analysis for the purpose of strategic value add and thought leadership.
• Produce portfolio review analysis for more in-depth reflection on our solutions e.g. POD analysis, risk decomposition, Holdings correlation, etc.
• Collection and maintenance of relevant strategy data where it’s not available on data platforms and management of flow to data team.

Skills

Quantitative skills

Programming experience

Excel

English communication

Critical reasoning

Big data analytics/AI beneficial

Education

BCom

BSc

B.Bus.Sci

Tools

Excel

Job description

Old Mutual Limited in Cape Town invites applications for a Quant Analyst within Symmetry's investment team. The role develops and implements complex quantitative models and analytical strategies for local and global capital markets.

You will work in a dynamic team, maintain quant elements of models, perform data mining, and produce portfolio analyses. Requires graduate qualification and 3–5 years' experience, strong quantitative skills, and English communication.