At Otto1890 Investment Specialists, I’m Lead Portfolio Manager and Co-Fund Manager of the Otto1890 FR Flexible Income Fund and Otto1890 FR Core Income Fund. My work spans asset allocation, idea generation, trading, and implementation.
At Sasfin Wealth / Asset Managers, I focused on fixed-income and economic analysis, including South African economic analysis, credit and spread analysis, and yield-curve forecasting. I was also a key member of the Asset Allocation team, contributing expertise in macro themes and quantitative methods such as Markowitz, Black-Litterman, and Monte Carlo.
My work has also included factor-model development for enhanced Smart-Beta solutions, investment modelling and reporting, portfolio analysis using Bloomberg, and managing internal ETF / tracker funds. Earlier, as an Actuarial Analyst at LGAS and at Ivan Kramer Actuarial Society, I worked on actuarial modelling and reporting.
