Investment Quantitative Analyst

About

Description

Ashburton Investments is a next-generation investment manager that provides innovative solutions to institutional clients, including pension funds, insurers, and medical aid schemes. The Investment Quantitative Analyst will be responsible for providing quantitative support to the Ashburton Performance and Risk Analytics team. This includes conducting portfolio performance and risk analysis, generating reports, and offering insights into fund performance. The role also involves ongoing research and development of quantitative solutions for investment analytics.

Responsibilities

• Conduct detailed performance attribution and risk analysis
• Analyze portfolio characteristics to determine sources of historical performance and risk exposure
• Work with portfolio management teams to implement investment strategies effectively
• Generate accurate performance attribution and risk management reports
• Audit outputs from attribution and risk systems, resolving variances as necessary
• Perform market analysis, sensitivity analysis, and stress testing to assess risk and return
• Provide independent analysis and management of investment risks
• Ensure compliance with Global Investment Performance Standards (GIPS)
• Monitor market trends, macroeconomics, and industry developments to provide insights
• Support fund managers and business development teams in client reporting

Qualifications

• Bachelor's degree in Science, Mathematics, Technology, or Engineering
• 3 – 5 years of experience in risk or portfolio management (Investment Banking, Asset Management)
• Strong MS Excel skills; familiarity with performance attribution/risk management software preferred (StatPro, Bloomberg PORT, Power BI, Python, SQL)
• Knowledge of performance attribution and risk management principles
• Familiarity with portfolio composition concepts and methods
• Honours or Master’s degree (advantageous)
• CIPM, CFA, or currently studying towards these certifications (advantageous)
• Registered with a Financial Services Authority (advantageous)

Application instructions:

• To apply, simply click the apply button.