Nompumelelo Vanessa Mathebula Email and Phone Number

Role Description:The main tasks are in line with conducting research and analysis around how we can add value to our clients’ portfolios. Such research informs the strategies for our STANLIB Quantitative Equity Funds and the 1NVEST funds, such as the Balanced Funds. Our team champions holistic integration, so I also dedicate time to presenting our process and fund research to various stakeholders such as the portfolio managers and our clients. I am constantly monitoring and analysing data and the role calls for me to “think out of the box” when presenting findings. Furthermore, we drive Machine Learning initiatives in the business.Other: ESG Committee - Member:As a member of the STANLIB ESG Committee, I work collaboratively with other ESG committee members from other franchises within the business in championing ESG principles integration within the business and driving ESG research.AI & Machine Learning Lecturer/Facilitator:Our team, the Systematic Solutions team, drives AI and Machine Learning integration within the business. We, therefore, compile training materials and share the content in a series of lectures with the broader business. To date, we have completed two courses:- Introduction to AI and Machine Learning (2022)- Applications of Generative AI and Machine Learning Tools (2023)R-Studio Tutor:Through the internal coding initiative our team is championing, I tutored colleagues who were enrolled in the R-Studio coding course.

Role Description:- Develop implementable investment strategies and new asset tools that generates alpha and ensures the successful management of balanced portfolios.- Build advanced algorithms and predictive models that assist the multi-asset team to deliver performance across the multi-asset fund range.- Keep abreast of the latest developments and trends in the market and work towards driving efficiencies within the team and research processes.- Interact with clients via client presentations for due diligence, report backs and new business pitches.- Publish marketing and thought leadership articles.- Follow a collaborative team approach that adheres to the Prescient value framework.Committees:- ESG Committee (Chairperson) Work collaboratively with other ESG committee members in championing ESG principles integration within the business, drive ESG research within the business and build ESG analytical tools.Other:- Graduate MentorOnboard, train and mentor graduate trainees at Prescient Investment Management. - The Association for Savings and Investment South Africa (ASISA)ASISA Representative for Prescient Investment Management.Tools/Data sources:R, R-shiny, Python, GitLab, Excel & BloombergSkills:- Machine Learning Techniques- Advanced Research- ESG Analysis- Macroeconomic Analysis- Data Analysis

The main tasks are in line with the measurement and analysis of the market risks that impact the government’s debt portfolio and the annual funding strategy. My analysis is based on mathematical models that I run on Excel and in MATLAB. I conduct market research in order to stay updated with market trends and to aid the analysis of the factors that impact the government’s debt portfolio and annual funding strategy.I produce weekly (Monday) Debt Portfolio reports that focus on:1. The analysis of the performance of risk indicators against risk benchmarks.2. The calculation of expected bond prices for the coming week.3. The computation of Cash flow at Risk on weekly bond auctions and the formulation of Worst Case Scenarios that could result from weekly bond auctions. Furthermore, I present the findings at the weekly (Monday) Funding Requirements Committee (FRC) meetings. I also produce weekly (Friday) Market Risk reports which address various topics including, but not limited to:1. Global market trends2. Analysis of yield curves 3. Valuation of Bonds 4. Stress testing5. Probability analysis using Binomial trees 6. Sensitivity Analysis i.e. Modified duration & Price Value Basis Point 7. Break-even inflation8. Value-at-Risk 9. Credit Default Swaps10. Correlation analysis11. Non-parametric measures (e.g. Spearman’s Correlation Ranking)Lastly, I produce monthly Market Performance reports and work on various other Market Risk Management projects.

I worked alongside senior financial analysts on conducting oversight of State Owned Entities (SOEs). I analysed their annual reports and their corporate plans. For the SOEs with critical liquidity and solvency challenges, I also conducted analysis of their monthly reports. Furthermore, I conducted company valuations of the SOEs and provided technical and financial inputs in the analysis of proposed investment projects, including the expansion of geographic footprint and company acquisitions. To aid the analysis and the validation of the forecasted company performance in the entity’s corporate plans and the potential outcome from the proposed investment strategies, I built financial models which further assisted with robustness checks of various scenarios.

I worked alongside senior financial analysts on conducting oversight of State Owned Entities (SOEs). I analysed their annual reports and their corporate plans. For the SOEs with critical solvency challenges, I also conducted analysis of their monthly reports. Furthermore, I conducted company valuations of the SOEs and provided technical and financial inputs in the analysis of proposed investment projects, including the expansion of geographic footprint and company acquisitions. To aid the analysis and the validation of the forecasted company performance in the entity’s corporate plans and the potential outcome from the proposed investment strategies, I built financial models which further assisted with robustness checks of various scenarios.