Implementation Specialist and Quant Analyst

Job title: Implementation Specialist and Quant Analyst

DUTIES & RESPONSIBILITIES

Cash Management

• Asset pricing and asset knowledge
• Understand and be able to price all interest-bearing assets.
• Understand and be able to price interest bearing derivatives.
• Know variables that are needed to price assets and maintain correct set-up in Admin system.

Money Market Dealing

• Build understanding and ability to manage daily portfolio cash sweeping.
• Run daily cashflow forecast to sweep all portfolios.
• Maintenance of investment and withdrawals log for the day.
• Know model portfolio and required/allowed assets.
• Get a sound understanding of the Regulations (Reg28, Cisca, etc.).
• Check exposure of each account and calculate trades needed.
• Ensure compliance with regulation and mandate is maintained.
• Trade required position with Banks/Issuers.
• Learn how to negotiate best rates and not accept poor deals.
• Ensure admin notification happens timely and accurately.
• Sound knowledge of STRATE settlement process.
• Check portfolios after trades to ensure assets are correctly loaded.
• Checking data capturing in software.
• Investigation and troubleshooting trade system errors and failures.
• Assistance with asset set up in software: Ensure asset set-up is 100% correct in admin system and that all fields have been entered.
• Accuracy and speed are essential in this process.

Creating assets

• New FI assets on Eagle and Front Office solution – ensuring setup is correct.
• Ensure existing set-up is correct.
• Significant experience for setting up ring-fenced structured assets that FI team have not bought.
• Static data maintenance of all assets.
• Structured note set-up.
• Maintain /updating manual Excel sheets structured notes.
• Ensuring pricing of eagle assets is correct as MTM on JSE may be incorrect.
• Liaise with JSE to correct MTM.
• Ensure FI trades MTM are correct on JSE.
• Assisting FI desk ensuring trade settlement between counter party and ADMINISTRATOR.
• FI Team liaison with ADMINISTRATOR.

Credit Ratings and Credit Data: Key contact for all rating events, updating credit rating database, maintain credit ratings in Cash & Income team as well as Compliance, front office solution and Eagle, Ensuring Cash & Income team universe of credit instruments is always updated with new issues.

Research and process improvement

• Setup processes to improve cash management.
• Assist in quant research for the Cash & Income team.
• Assist in moving cash management processes into the Prime portal.

Ad Hoc

• Check management fees and distributions at month-end.
• Check fund fact sheets.
• Check performances of cash funds are in line.
• Do fund attributions as and when required.

REQUIRED EXPERIENCE

• Required experience in Asset Management Middle office support is essential, 2-6 years’ experience required.
• Strong knowledge of Financial Services Industry particularly the mechanics of Unit Trusts.
• Knowledge of Regulations is an advantage.
• Strong Excel skills.
• Strong Coding skills – preferably in Python.
• Exposure to back-office systems and integration with Eagle.
• Research and ability to work with data.

REQUIRED QUALIFICATIONS

• University Degree (Finance/Maths/Stats/Business Science).
• Postgraduate and/or CFA studies preferred.

KEY COMPETENCIES

• Highly organised and good time management.
• Positive team player, highly collaborative approach.
• Strong communication skills.
• Accuracy is of the utmost importance.
• Keen interest to learn and develop in the role.
• Handle stress well.

WHY THIS ROLE?

This is a brilliant opportunity to apply your skills and experience in support of a dynamic, highly competent investment team and grow your understanding of the asset management environment.