Our client is small niched boutique business that is connected to a major financial services group. Due to their dynamic growth trajectory they are expanding their team to incorporate a trainee-junior Quants Analyst to fulfill the role of Dealer/Quantitative Analyst to form part of a dynamic team which specialises in providing bespoke solutions, utilising traditional and non-traditional investment instruments to design and manage strategies that meet their clients’ unique investment objectives.
About the role:
The role forms part of the portfolio management team where the team has a strong focus on derivatives, covering the following specialist areas of expertise:
• Multi-Asset Capital Protected Investments
• Absolute Return Investments
• Efficient Portfolio Management Strategies
• Risk Hedging Strategies
• Alpha Transport and Yield Enhancement Strategies
• Collateral / Margin Optimisation
The role will involve dealing/ trade execution: across multiple asset classes (equity, fixed income, foreign exchange, money markets, structured derivatives). Pre-trade and post-trade checks including signing off trade term sheets and ISDA contracts.
Pricing: pricing of derivative structures using internal valuation models/systems.
Administration and Reporting: collation and reporting of daily Mtm valuations as well as monthly and adhoc client reporting. Including performance attribution and return analysis.
Stakeholder Relationship Management: maintain and build relationships with market-makers, service providers and clients.
Financial Market and Product Research
Qualifications:
• BCom, B Bus Sc, Act Sci, Mathematics, CA(SA) or equivalent degree with a heavy quantitative focus.
Competencies
• Good understanding or knowledge of derivatives
• Quantitative and modelling skills
• Good understanding or knowledge of investment industry and financial markets
• Work well under pressure/ deadlines
• Independent and critical thinker, working both independently and as part of a team
• Work with attention to detail
• High proficiency in MS Excel, MS Word and MS PowerPoint
• Communicate effectively
To apply for this role please send your CV to operations@asearch.co.za