Head Of Quantitative Investment Research


We're looking for a candidate to fill this position in an exciting company.Key Functions:Consistently assess and advance the team's research program, investment processes and research infrastructureDrive the development of repeatable processes, models and algorithmsDrive progressive "AI" and "ML" adoption and implementationEnsure data best practice, and play a critical role in building a data-driven culture and drive adoption, data knowledge and fluencyDevelop frameworks to evaluate and manage Alpha research to continuously extract and enhance Alpha generation from current product offeringsDriving the research scope and pipelineDrive technology discussions and analyze the gaps and best solutionsCollaborate with other teams and stakeholdersResponsible for broad data science and technology adoption, implementation, and standardization across investment infrastructure.Key Requirements:Verifiable track record with 15 or more years' experience in a comparable role, or in another quantitative finance field, having coded predictive models, across asset classes, in various scripting languagesExtensive experience as a senior investment research analyst / head of researchRelevant numerically-orientated Master's degreeFAIS CompliantDeep understanding of quantitative techniques, portfolio optimisation, risk & cost management with an affinity for, "AI" & "ML", and its application in investment decision makingExperience in the assimilation of large amounts of quantitative and qualitative financial data, signal generation, testing, model validation, trade execution and cash management methodologies, portfolio construction, and rebalancing techniques, as well as risk management, reporting and visualization - all from first principlesStrong programming skills in Python and SQL, R is requiredFunctional background in version control, Github with LFS, TortoiseGit & CLI.
Posted
05/05/2022
Location
Cape Town, WC, ZA