Treasury Portfolio Analyst and Research - Re Advertisement
Utilities, Water Services
Minimum Requirements
- Impeccable understanding of financial statements, ratios, and concepts.
- Data analysis techniques to analyze data and use it to make informed recommendations. This requires understanding of statistics.
- Knowledge of market trends, investment strategies and other financial topics.
- Financial Modelling techniques and theoretical assumptions.
- One programming language such as R or Python and/or advanced Excel (VBA) will be an added advantage.
- Portfolio construction and manager research Primary Duties Responsible for the following Treasury Related Functions:
- Work in collaboration with the Chief Dealer Strategist to offer meaningful analysis and support to successfully manage a suit of portfolios.
- Proactively engages RW’s investor base and maintains ongoing, open lines of communication with investors.
- Understands the construction of portfolios and products that target different kinds of investment objectives.
- Conduct portfolio metrices on all funds under RW investment management through technical research on factors driving portfolio performance.
- Understand the characteristics, exposure, performance, attribution, and risk of a domestic and global fixed income portfolio with a flexible, industry-leading solution for portfolio analysis.
- Provide support for reporting credit and market risk exposures from commercial and treasury activities.
- Analyse and monitor the exposures and risks around the various portfolios on an ongoing basis.
- Performing portfolio-based stress testing.
- Evaluate portfolio’s risk through identification of portfolio vulnerabilities and examine drivers of risk at the asset and portfolio levels.
- Conduct economic environment, financial market, prevailing topical events and analyse their impact on industry or sector fundamentals and make recommendations based on the findings.
- Measure performance, risk, attribution, exposures, and characteristics for multi-asset class portfolios with best-in-class, flexible reports and charts.
- Portfolio monitoring, data reconciliation, and data management processes.
- Evaluate fixed-income securities for the assessment and analysis of investment optimisation or RW debt management purposes.
- Evaluate relative and absolute performance, understand attribution, deliver results, and make more informed decisions.
- Review risk measures most relevant to portfolio management including volatility, tracking error, and value at risk.
- Provide detailed verbal and written investment opinions whether to buy, sell or hold certain stocks/bonds in the RW portfolio and make recommendations to support the Chief Dealer Strategist and the Junior Dealer and Strategic Support in making informed investment decisions.
- Provide commentary of findings that will assist RW in understanding the market dynamics and impact on RW exposures and financial position of the municipalities for prudent liquidity management purposes.
- Data interrogation and analysis
- Aid in improving processes including automation efforts to improve efficiencies.
- Ad hoc analyses.
- Compile and analyse statistical data using modern and traditional data collection methods to develop forecast trends and correlation matrixes analysis.
- Application of expertise in quantitative analysis, data mining and the presentation of data for the management of Rand Water exposures in Forex, Equities, Money Market and Bonds.
- Provide support to the Senior Treasury Manager Front Office to organise and coordinate investor meetings, roadshows and conferences.
- Assist in providing information and analysis to support investor relations activities.
- Provides full end-to-end support for RW’s internal credit rating process
- /NQF Level : A quantitative or analytical degree in one of the following fields is required: B.Com., B.Bus.Sci, B.Sc. (Maths, Statistics, Engineering, Physics) or any applicable field that requires use of computational mathematics and/or statistical and business techniques or methods. - Highly numerate with strong data analysis Experience .
- Preferably: Statistician, Mathematical sciences, Honours in Econometrics, MBA or CFA
- Three to five years of strong quantitative and research experience in a Treasury or Asset Management related environment.
- The experience focus should be on robust understanding of financial markets analysis in relation to foreign exchange, investments, and funding management industry to provide market update and investment/economic outlooks in relation to Fixed income, Equities and Money market. Proven experience engaging diverse stakeholders and handling investor inquiries, with a track record of supporting annual results communications and roadshows.
- Knowledge Impeccable understanding of financial statements, ratios, and concepts.
Responsibilities
- Responsible for the following Treasury Related Functions:
- Work in collaboration with the Chief Dealer Strategist to offer meaningful analysis and support to successfully manage a suit of portfolios.
- Proactively engages RW’s investor base and maintains ongoing, open lines of communication with investors.
- Understands the construction of portfolios and products that target different kinds of investment objectives.
- Conduct portfolio metrices on all funds under RW investment management through technical research on factors driving portfolio performance.
- Understand the characteristics, exposure, performance, attribution, and risk of a domestic and global fixed income portfolio with a flexible, industry-leading solution for portfolio analysis.
- Provide support for reporting credit and market risk exposures from commercial and treasury activities.
- Analyse and monitor the exposures and risks around the various portfolios on an ongoing basis.
- Performing portfolio-based stress testing.
- Evaluate portfolio’s risk through identification of portfolio vulnerabilities and examine drivers of risk at the asset and portfolio levels.
- Conduct economic environment, financial market, prevailing topical events and analyse their impact on industry or sector fundamentals and make recommendations based on the findings.
- Measure performance, risk, attribution, exposures, and characteristics for multi-asset class portfolios with best-in-class, flexible reports and charts.
- Portfolio monitoring, data reconciliation, and data management processes.
- Evaluate fixed-income securities for the assessment and analysis of investment optimisation or RW debt management purposes.
- Evaluate relative and absolute performance, understand attribution, deliver results, and make more informed decisions.
- Review risk measures most relevant to portfolio management including volatility, tracking error, and value at risk.
- Provide detailed verbal and written investment opinions whether to buy, sell or hold certain stocks/bonds in the RW portfolio and make recommendations to support the Chief Dealer Strategist and the Junior Dealer and Strategic Support in making informed investment decisions.
- Provide commentary of findings that will assist RW in understanding the market dynamics and impact on RW exposures and financial position of the municipalities for prudent liquidity management purposes.
- Data interrogation and analysis
- Aid in improving processes including automation efforts to improve efficiencies.
- Ad hoc analyses.
- Compile and analyse statistical data using modern and traditional data collection methods to develop forecast trends and correlation matrixes analysis.
- Application of expertise in quantitative analysis, data mining and the presentation of data for the management of Rand Water exposures in Forex, Equities, Money Market and Bonds.
- Provide support to the Senior Treasury Manager Front Office to organise and coordinate investor meetings, roadshows and conferences.
- Assist in providing information and analysis to support investor relations activities.
- Provides full end-to-end support for RW’s internal credit rating process
