Treasury Portfolio Analyst and Rsearch at Rand Water

Job Advert Summary    

• Rand Water is currently looking for the Treasury Portfolio Analyst and Researcher to support the Senior Treasury Manager: Front Office and the Chief Dealer Strategist in the effective management of Quantitative and Fundamental Research, Investments, Funding, and Investor Relations. The Treasury Portfolio Analyst is primarily responsible for studying and analysing trends, identifying, measuring, monitoring, and modelling all relevant risks to which the funds are or may be exposed when formulating strategies. The role involves proactively detecting potential future risks or problem situations by monitoring market developments and the broader economic environment. It also includes developing analytical reports in close collaboration with the Chief Dealer Strategist. This analysis and research enable the timely and efficient execution of strategies, providing valuable insights into the portfolio’s market position and ensuring prompt responses to market shocks to enhance or protect returns.

Minimum Requirements    

• Education/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
• Experience: Three to five years of strong quantitative and research experience in a Treasury 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.

Primary Duties    

• Work in collaboration with the Chief Dealer Strategist to offer meaningful analysis and support to successfully manage a suit of portfolios.
• 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 performances.
• 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.
• Proactively engages RW’s investor base and maintains ongoing, open lines of communication with investors.
• Provides full end-to-end support for RW’s internal credit rating process

Knowledge    

• 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 experience beneficial.
• Understanding of macroeconomics.

Skills    

• Analytical skills (Intermediate)
• Communication skills (Intermediate)
• Problem-solving skills (Intermediate)
• Research (Intermediate)
• Statistical Inferences (Basic)
• Pays attention to detail.
• Understand key risk, performance, and attribution concepts.
• Deals with large quantities of portfolio and market data
• Understanding of portfolio and instrument level information
• Quick learner
• Strong passion for investments
• Attitude    
• High level of integrity and ethical conduct
• Proactive and accountable
• Analytical and critical thinker
• Professional conduct in communication and behaviour
• Continuous learning mindset
• Self-esteem and confidence
• Good in Networking

Closing Date    
2026/02/19