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Byran Taljaard -1000sq

Byran Taljaard

Senior Portfolio Manager, Investment and Treasury

Byran Taljaard is a Senior Portfolio Manager in the Investment and Treasury division, which he joined in 2022. Prior to his role at ESM, Byran was a Senior Portfolio Manager within the Reserves Management Unit at the South African Reserve bank.

Byran holds a PhD in Actuarial Science and an MSc in Financial Engineering, both from the University of Pretoria. His research focus is on portfolio construction, risk management and asset allocation.

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My working papers

ESM
WP 72 cover
72

Regime-based portfolio optimisation: A Hidden Markov Model approach for fixed income portfolios