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Quantitative Analyst : Multi-Asset

Quantitative Analyst : Multi-Asset

10X InvestmentsWorkFromHome, Wes-Kaap, South Africa
30+ days ago
Job description

10X is disrupting the South African investment industry to help people get dramatically better value for their long‑term savings. Helping people get more money when they need it, is our aim.

10X manages more than R65bn across our systematic strategies, over R32bn of which is invested in our flagship multi‑asset fund range. Our long‑term valuation driven framework delivered at low cost, drives better investment outcomes for our clients. We’re on a mission to build a customer‑centric and tech‑enabled company, but we’ve only just started. We need great people to help us achieve our dreams. Sure, it’s a big challenge but what’s the point of spending your life doing easy unimportant things?

If you are a passionate, determined, smart, self‑starting, ambitious independent thinker that wants to make a positive difference in people’s long‑term financial well‑being, then we would love to hear from you.

Location

Cape Town

Purpose of the job

Refine and continuously advance the quantitative engine that powers 10X’s long‑term, systematic multi‑asset process and underpins the management of more than R32bn across our multi‑asset mandates.

Advance the capital market assumption engine, optimisation routines and stress‑testing framework, upholding rigorous data‑quality and governance standards while partnering with engineers to transform this toolkit into a scalable, user‑friendly platform.

The outcome is a robust system that drives dynamic, evidenced‑based asset allocation decisions and enables the Solutions team to deliver the same disciplined insights and portfolio construction capabilities to third‑party clients.

Responsibilities

  • Enhance the CMA engine : maintain and enhance all asset class valuation models which drive long‑term risk and return expectations
  • Develop optimisation and scenario libraries : Integrate stress‑testing and scenario analysis libraries into the portfolio optimisation framework
  • Ensure data integrity and model governance
  • Productise analytics : collaborate with engineers to embed code in a scalable user‑friendly platform
  • Drive research and innovation : Stay abreast with current research and apply best practice to investment process.
  • Produce decision‑ready dashboards : deliver concise market and asset class visuals
  • Analyse and attribute performance : identify drivers and feed improvements back into the process

Thought Leadership & Collaboration

  • Translate analytics into plain English narratives : craft concise materials for Distribution support
  • Mentoring of junior analysts
  • Post graduate degree in Mathematics, Statistics, Computer Science, Actuarial, Engineering, Finance or related quantitative field, Masters preferred
  • CFA, CQF, FRM advantageous
  • Experience

  • 5+ years of experience in quantitative portfolio management, asset allocation or systematic investing at an asset manager, bank or consultant.
  • Skills

  • Demonstrable expertise in quantitative modelling, asset pricing theory, portfolio optimisation and risk modelling.
  • In‑depth knowledge of global financial markets and the macro‑economic landscape
  • Working knowledge of derivatives
  • Strong programming skills in Python
  • Attributes

  • Passionate about long‑term multi‑asset investing
  • Highly motivated self‑starter
  • Strong analytical skills
  • Structured thinker
  • Why it’s fun to work at 10X

  • Our values guide everything we do; they are : We Own it, We Challenge, We Grow, and We Care.
  • We offer great benefits including an annual bonus, free breakfast, a wellness support programme, a fitness rewards app and a day off on your birthday!
  • We have a flexible approach to location. You can choose to work in our cool offices in Bree Street, from home, or a combination of both!
  • We are on a drive to grow fast and to help people have more money for when they need it most!

    Forward your CVs to :

    Note : If you do not hear from us within 2 weeks after the closing date, consider your application unsuccessful.

    Seniority level

    Mid‑Senior level

    Employment type

    Full‑time

    Job function

    Finance

    Industry : Financial Services and Investment Management

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    Quantitative Analyst • WorkFromHome, Wes-Kaap, South Africa