Investment Quantitative Analyst

About

Description

In this role you will be required to provide a quantitative service to the Ashburton Performance and Risk Analytics team. The team provides advanced portfolio analysis to the business and its clients. This includes Fund attribution analysis as well as risk analysis and reporting. While performing ongoing development and research of quantitative solutions for a variety of performance and analytics issues, you will be required to provide valuable insights and an understanding into the funds performance and risk ongoings.

Responsibilities

• • Conducting detailed performance attribution and risk analyses
• • Working with portfolio management teams to implement investment ideas
• • Providing feedback on risks and returns to improve investment processes
• • Generating accurate performance attribution and risk management reports
• • Auditing output from attribution and risk management systems
• • Calculating composite performance information based on GIPS requirements
• • Conducting ex-Post and ex-ante risk analysis on funds
• • Conducting market analysis, sensitivity analyses, and stress testing
• • Independently managing Investment Risks

Qualifications

• Bachelor's Degree in Science, Mathematics, Technology, and Engineering
• • 3-5 years of experience in risk or portfolio management
• • Good MS Excel skills, preferred software for performance attribution/risk management
• • Familiarity with performance attribution and risk management principles
• • Prior performance analysis/risk management experience preferred
• • Familiarity with portfolio composition concepts and methods
• • Honours, master’s degree, or equivalent postgraduate diploma preferred
• • Registered with a Financial Services Authority
• • CIPM CFA or studying towards preferred

Application instructions:

• Click the apply button to apply.