Quantitative Analyst

Overview

A vacancy has arisen for a Quantitative Analyst at M&G SA. This position would be suited for someone with an exceptional academic record and advanced technical skills.

Key Responsibilities

• Research focus – reading and replicating papers about subjects that could enhance the existing investment process, drive new product development, or provide additional insight.
• Supporting the investment process and broader business with sound analysis and interpretation of data as a member of the Quants team.
• Coding skills – R and/or Python strongly preferred, otherwise Matlab.
• Generating ideas and prototypes for tools to enhance the investment process.
• Enhancing existing quantitative portfolio management tools (written in R).
• Reading, understanding and maintaining others’ code, and writing code that others will read.
• Sourcing, organising and cleaning the data required for tools and prototypes under development.
• Developing and documenting machine learning and/or statistical models to assist in the investment process.
• Partnering with ITS in order to roll out and enhance the use of systems and databases within the investment team.
• Remaining abreast of developments in big data/AI/fintech that may be useful in the investment context.
• General and recurring analysis tasks related to being a member of the quants team (both for the investment team and other parts of the business).

Attributes, Qualifications, Skills & Experience

• Relevant academic qualification with a strong focus on statistics, applied mathematics, data analysis, or financial modelling – Masters level strongly preferred.
• A minimum of 3 years’ experience, but preferably at least 5, as a quantitative analyst/quant developer.
• Willing to consider completing the CFA qualification (or CAIA, or FRM, or similar) depending on existing academic qualifications and experience.
• Software knowledge:
  • R and/or Python (preferred) or Matlab. VBA would also be useful.
  • Bloomberg, Inet/IRESS, Thomson Reuters/Refinitiv experience would be an advantage.
  • Factset and/or MSCI BarraOne experience would be useful.

Competencies & Personal Attributes

• Motivated and able to learn new skills and concepts independently, and capable of consuming large volumes of information.
• A finisher.
• Able to work at a consistent rate even without firm deadlines, in an unstructured, high-trust environment.
• Ability to think through and solve complex problems.
• The ability to accept requests that specify the question to be answered, but not necessarily how to answer it.
• The ability to determine when a rapid, “good enough” answer is required, vs a detailed, perfectly robust one.
• Self-organising, able to prioritise unless external guidance is provided.
• Able to judge when to ask for help.
• Able to function well as part of a team with complementary but different skills.
• The ability and confidence to clearly explain technical material at an appropriate level to the audience.
• Sense of accountability, ethics and responsibility.
• Attention to detail, with consistent production of clearly documented, well-organised output.
• Ability to work independently and to accept feedback.