Quantitative Analyst at Public Investment Corporation

Purpose of the role:

• As part of the Research and Innovation team the candidate will undertake quantitative models and provide information and investment ideas to the Quantitative Specialist and other Investment Teams.

Requirements:

• Bachelor’s degree with a specialisation in quantitative discipline
• At least 3- 5 years’ experience in researching quantitative methods in investments.
• Statistical and mathematical skills applied within the asset management industry.
• Inquisitive nature, driven to excel in all aspects of the analytical process and in programming – primarily using R, PowerBI, Python, etc.
• Data and predictive analytics capabilities and use of Artificial Intelligence (AI) & Machine Learning (ML) in the investment environment.

Duties:

• Manage systems to ensure asset allocation decisions for PIC to optimize its dual mandate for financial and developmental returns.
• Support Quantitative Specialists through research to ensure sector investment models are optimised.
• Improve quantitative models that help to support PIC investment objectives.
• Implementation of models to measure the impact of the investable ideas generated by the division
• Data mining, scrubbing, cleaning, mapping and analysis using PowerBI, Python and R skills.
• Research the latest model-building methodologies and ensure implementation within the business.
• Assist in building the data science capabilities of the business. Data analytics to support business needs.
• Ad-hoc analytics/data science projects as required by business.
• Remain relevant to the needs of the PIC to ensure leading investment practices in SA and African opportunities.