Skills

R

Extensive Experience in combining the Tidyverse, Rmarkdown and Latex to create automated reports and web-based solutions. Developed several public packages on CRAN.

Quantitative Finance

Experience designing and maintaining automated investment processes. Developing bespoke and proprietary smart-beta investment portfolios

Presenting & Research

Enjoy presenting research and product ideas to clients, and continue presenting post-graduate courses at Stellenbosch.

Experience

 
 
 
 
 

Senior Quant

Prescient Securities

Jun 2017 – Present Westlake, Cape Town
Responsibilities include:

  • Bespoke work and consulting to clients in the financial industry
  • Building and maintaining automated investment processes for clients using R, LaTex, CSS & HTML.
  • Developing factor research methodology
  • Presenting quantitative research to clients
 
 
 
 
 

Financial Economist

Buro for Economic Research (BER)

Sep 2016 – Jun 2017 Durbanville, South Africa
Consulting and research in quantitative finance.

  • Provided consulting to the South African Reserve Bank on time-series statistics, quantitative finance and developing automated systems using R & LaTex.
 
 
 
 
 

Quantitative Analyst

Fairtree Capital

Jan 2015 – Aug 2016 Durbanville, South Africa
Assisted in building the coding infrastructure for a traded Smart-Beta portfolio.

  • Used R for building quantitative systems & automated investment processes.
  • Active in presenting and selling the methodology to clients.
 
 
 
 
 

Statistical Consultant

Alexander Brookes

Jun 2013 – Dec 2017 Part-Time Consulting
Provided statistical and econometric consulting to the Reserve Bank of Nigeria in Abuja, Nigeria.
 
 
 
 
 

Statistical Consultant

Econex

Jan 2011 – Jan 2013 Part-Time Consulting
Provided statistical and econometric consulting on several projects.
 
 
 
 
 

Lecturer & Researcher

Stellenbosch University

Jan 2011 – Present Stellenbosch, Cape Town
  • Developed and still presenting post-graduate courses in Financial Econometrics ; Time-Series Statistics
  • Thesis Supervision
  • Head of Financial Research cluster
  • Published researcher (locally and internationally).
 
 
 
 
 

Statistical Analyst

ASISA

Jan 2010 – Dec 2010 Claremont, Cape Town
Statistical Analysis on fund performance

Achievements

Rated: 2nd for Risk Management

Rated: 3rd for Quantitative Analyst

Rated: 3rd for Innovative Research

Prescient Roadshows

Roadshow to Prescient Securities Clients discussing the local index concentration issues, and how NPN’s unbundling of Prosus will …

Roadshow to Prescient Securities Clients discussing dividends as a useful return predictive signal in SA.

Roadshow to Prescient Securities Clients considering whether there are rebalancing effects present in trading the Top 40 index in SA.

Roadshow to Prescient Securities Clients looking at the underlying causes for the rand’s resilience despite the weak local …

R Packages Developed

Below is a list of public packages I have developed in R. I have developed various other private repositories on github that make my experience in R seemless.

Control R from your phone.

On github. Formal Writing package in R

Published on CRAN. Miscellaneous R functions

Published on CRAN. Easy conversion between tbl & xts

Programming Languages

Statistical Packages:

  • R, Eviews (experienced) ; Python, matlab (some experience)

Preferred Writing Packages (pdf):

  • Rmarkdown, with personalized Latex templates

Interactive and web design

  • Proficient at personalizing html and css when using Rmarkdown / shiny for web application development

Academic

Presentations at conferences:

  • SAFA conference (Cape Town, 2013).

  • World Finance Conference. (Venice, Italy (2014))

  • Dependence Modelling Conference, Salzburg, Austria (Sept 2016).

  • World Finance Conference, Mauritius (July 2018).

Peer Review Journal duties

  • Investment Analysts Journal ; Energy Economics (UK)

  • ERSA Journal (deputy editor, 2018) ; Agrekon

  • The Journal of Economic and Financial Sciences

  • SA Journal of Accounting Research

Contact

  • Cape Town, South Africa