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Quantitative Analyst

Resume posted by Nicktz in Finance.

Desired position type: Any
Location: Cape Town Western Cape, South Africa

Contact Nicktz

Summary

I have a Master’s degree in Economics, and undergraduate in mathematics and statistics.

I am a trained quantitative analyst with experience in doing data analysis in R on big datasets, as well as writing and maintaining dynamic reports using Rmarkdown and Latex. I am also proficient at designing Shiny platforms to visualize data in a dynamic framework.

I recently worked at a hedge fund in Cape Town, designing factor-based investment models. I worked closely with the fund manager in designing our systems in R, which included developing powerful user interfaces for visually analyzing large datasets, writing detailed portfolio analysis reports and doing and presenting research into the field of factor based investments to clients.

I am also fluent at building risk management and portfolio attribution platforms, as well as designing systems to aid portfolio management.

I also teach financial econometrics at post-graduate level at Stellenbosch University part-time. I am currently focussing on my Phd, and looking for new employment opportunities in a quantitative financial position or as a data analyst more broadly.

I have also written several packages in R, which can be viewed on my github page: https://github.com/Nicktz

My interest in the field of data analytics, statistics, finance and econometric modelling is wide and I am open for any new opportunities. I also enjoy doing formal research (see list of publications here: orcid.org/0000-0003-1939-8939)

I am a diligent worker who enjoys a new challenge. I find writing effortless and enjoy visualizing and making sense of data. I am also flexible in learning new coding languages and platforms.

Education

Mcomm Economics (Cum Laude), (Focus areas: Financial Econometrics) Stellenbosch University, South Africa and Tuebingen University, Germany.
Honours (Mathematical Statistics and Economics)
BComm (Mathematical Sciences)

Experience

Equity Quantitative Analyst, Fairtree Capital
Lecturer and researcher, Stellenbosch University
Statistical and Econometric Consulting:
Alexander Brookes, Econex, Buro of Economic Research

Skills

  • Coding (R, Latex, Ox: Flexible)
  • Financial Modeling
  • Risk Management and Portfolio Attribution
  • Designing Dynamic Reports
  • Data Analytics
  • Statistics
  • Research
  • Presenting

Specialties

    Coding, Data Analytics, Dynamic Reports, Financial Modeling, Presenting, R, Research

Spoken Languages

    Afrikaans, Engligh, German B2