Quantitative Researcher – Investment Management Unit

About the role

Eskom's Investment Management Unit (IMU) is looking for a researcher to lead its investment research effort, working under the supervision of the Portfolio Manager and the Deputy Chief Investment Officer. The role covers a wide range of investment topics and works closely with the IMU's senior team, with an outcomes-based emphasis.

Key responsibilities

• Research and evaluate investment questions raised by IMU principals, such as ESG integration, the market cost or gain of an impact strategy and the optimal factor mix
• Analyse market trends to identify investment opportunities and risks, and make investment recommendations
• Source, filter and analyse information to calculate the fair value of equity and fixed income securities
• Attend internal and external investor meetings and conferences to absorb and present the Fund's investment case
• Develop and maintain quantitative and analytic models, conduct stress testing and sensitivity analysis, and keep valuation models up to date
• Prepare for and take part in internal and external investment meetings and investment committee meetings, give detailed feedback on research and present research findings in a team setting

Required profile

• Bachelor's degree in Mathematics, Statistics, Economics, Engineering, Finance or a related field; an Honours degree is advantageous
• Studying towards the CFA or a Master's degree is an added advantage
• Minimum 5 years of job-related experience in a quantitative research role
• Behavioural competencies: leadership, self-mastery, excellence, customer centricity, agility, integrity and role modelling

Required skills

• Wide knowledge of financial and investment markets and financial market practices
• Knowledge of regulations such as Regulation 28
• In-depth knowledge of a wide variety of valuation methodologies and systems
• Excellent quantitative abilities