The easiest way on z/OS to convert a file from one code page to another is to use the standard unix iconv utility.
The sample below is using a traditional batch job, but you can see it can just as easily be run from a shell environment or a shell script.
//STEP1 EXEC PGM=BPXBATCH
//STDERR DD SYSOUT=*
//STDPARM DD *
SH iconv -f UTF-8 -t IBM-1140 inputfile.utf8 outputfile.ebcdic
/*
// ebcdic - Windows
SH iconv -f IBM-1140 -t IBM-1252 inputfile.ebcdic outputfile.ibm1252
// Windows - ebcdic
SH iconv -f IBM-1252 -t IBM-1140 inputfile.ibm1252 outputfile.ibm1140
// ebcdic - utf8
SH iconv -f IBM-1140 -t UTF-8 inputfile.ebcdic outputfile.utf8
//