Investments & Asset Management - Fixed Income - Johannesburg, South Africa - MIBFA

MIBFA
MIBFA
Verified Company
Johannesburg, South Africa

2 weeks ago

Thabo Mthembu

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Thabo Mthembu

beBee Recruiter
Description

MINIMUM REQUIREMENTS:


  • BSc Honours (or higher)/Economics/Fin Maths or Actuary and CFA
  • Portfolio Manager Experience (min 5years), Track record of performance
  • Experience in the spectrum of Fixed Income instruments (including CDS, Futures, Repo, Options/Vol, ILB's Govi's Credit, deposits, and cash instruments
  • Experience in an asset management environment or similar

SKILLS:


  • Indepth knowledge of risk management, Financial markets
  • Understanding of the drivers, implications of macroeconomics factors
  • Trading dynamics in the Fixed Income markets
  • Build models for Fixed Income spreads, mean reversion, models for trading opportunities, liquidity models, models covering ILB vs Nominals,
  • Ability to engage, understand and develop investment strategies from policy makers (like SARB, NT etc)
  • Performance measurement and management
  • Portfolio implementation and management
  • Strong analytical and diagnostic skills
  • Monitoring and maintenance of data
  • Presentation skills
  • Outstanding math, communication, and financial literacy
  • Ethical, proactive, positive, confident, and driven to excel.

KNOWLEDGE:


  • Technically literate in VBA; SQL Query and PowerPoint, Bloomberg, FactSet
  • Knowledge of the Pension Funds Act and other relevant legislation
  • SAFEX markets, Government budgets, NT policy, SARB policy
  • Repo Markets
  • FX markets (local & international)
  • Credit markets, (SOE & Private)

CONDENSED LIST OF DUTIES:


  • Comanage Nominal Bond Portfolio, ILB Bond Portfolio, Credit Portfolio, and LDI program.
  • Operate within the ethical, professional and legal limits of the SA and International legislation and codes of practice regulating the financial markets.
  • Check and approve performance reports
  • Dealing into markets, and monitoring post trade admin
  • Build and maintain fixed income portfolio models.
  • Reporting on performance numbers
  • Presentations on portfolio strategy, and macro strategy
  • Filter views into Equity Team

Salary:
From R1,000,000.00 per year

Application Deadline: 2023/11/10
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