Quantitative Analyst

About Ninety One:

Ninety One is an independent, active global asset manager dedicated to delivering compelling outcomes for its clients, managing R3.08 trillion in assets (as at 31.12.24).

Established in South Africa in 1991, as Investec Asset Management, the firm started offering domestic investments in an emerging market. In 2020, almost three decades of organic growth later, the firm demerged from Investec Group and became Ninety One. Today the firm offers distinctive active strategies across equities, fixed income, multi-asset and alternatives to institutions, advisors and individual investors around the world.

About the team

The Portfolio Risk team is a global team with presence in Cape Town, London and Luxembourg.

Our team supports all Ninety One offices by identifying, measuring, managing, and monitoring all relevant investment performance and risk. This covers single assets, portfolios/funds, benchmarks, strategies, capabilities, and the firm as a whole.

Our goal is to partner with all stakeholders while providing critical oversight for the business. We combine forward-looking analytics with historical performance to ensure appropriate outcomes for clients. Our key stakeholders include Portfolio Managers and the broader Investment teams, Client Groups, Marketing and Senior Management.

The role will be operating primarily in the fixed income risk pillar, focused on developing and owning (in partnership with our investment technology teams) our suite of investment risk monitoring tools across both local and fixed income teams. The role will also provide a supporting role to the other asset class focused investment risk teams.

Strong candidates would have a strong fixed income background and a reasonable understanding of programming to assist with automation and development of forward look models and deliver appropriate insights to the various fixed income investment teams both locally and globally.

In this role you will:

• Ensure the transparency of the investment philosophy and process while maintaining solidity of the investment decision-making process
• Engage intelligently with stakeholders across the business, including Portfolio Managers, Client Group and Senior Management, providing advice on investment risk and performance issues.
• Provide insights into sustainability related risk alongside traditional investment risk to Investment Teams
• Support Investment teams with ESG related thematic insights
• Support the Investment Technology team in developments around data and tools to support ESG Analysis
• Identify thematic sustainability related risks related to geographic, industry and idiosyncratic factors that may pose financial and reputational risks to our clients’ investments and Ninety One
• Interpret and implement new regulatory and business-driven sustainability related data/quantitative requirements
• Manage day-to-day and periodic sustainability reporting for specific Investment teams a portfolios
• Troubleshoot and solve general issues of a quantitative nature within Investments
• Help to support the Portfolio Risk team globally
• Maintain compliance with specific regulatory authorities

You should consider applying if you have:

• Minimum 2 years’ direct experience in Investment Risk and/or Performance, and or experience in a related area within Asset Management, Banking or Finance is advantageous
• Degree in a quantitative subject or with a high mathematical content (e.g. Mathematics / Statistics, Finance, Econometrics or related disciplines) is desirable
• FRM, CFA Certificate in ESG Investing, or CFA (advantageous)
• Genuine interest in financial markets, instruments, analytical concepts, sustainability in the context of financial markets
• Working experience of VBA, SQL, R, and Python (advantageous)
• Experience with StatPro/Revolution, MSCI BarraOne, Factset (advantageous)

Some of the attributes we look for in a person

• The ability to build and maintain meaningful relationships
• A strong belief in doing the right thing
• Driven by results
• High conviction and be comfortable sharing opinions
• Ability to analyse, interpret and assimilate information
• Strong team player mentality