PURPOSE:

To provide specialist expertise in model development, validation, quantitative research, portfolio optimisation, and related investment functions.

REQUIREMENTS:

• Postgraduate degree (NQF 8) in Finance, Engineering, Investment Management, Risk Management, Econometrics or a related field, with a Master’s degree in a relevant field being advantageous
• 5–8 years’ relevant experience in investment management or financial services, including at least 2 years’ experience in portfolio management, financial risk, model development or financial markets
• CFA, CIPM, PRM or FRM qualification is advantageous
• Knowledge of GIPS® is advantageous
• Strong academic research capabilities
• Proficiency in R, Python or MATLAB and Microsoft Office Suite