I am currently employed as a senior quantitative analyst at Prescient Securities in Cape Town. I have more than 9 years working experience in quantitative finance, macroeconometrics and time-series statistics, and have kept a firm connection to the Economics Department at Stellenbosch University throughout. I also have much experience presenting at post-graduate level in academia, to clients in the financial industry and at conferences locally and abroad.
I am reading towards a Phd in quantitative finance at UCT’s Actuarial Science Department, and have a Master’s degree in Economics (cum laude, focus area: financial econometrics) and Honours in Mathematical Statistics and Economics. I am also a published researcher and part-time lecturer at Stellenbosch University.
I am a keen user and developer in the statistical language R, and have extensive experience developing and maintaining automated coding infrastructure and quantitative investment strategies, especially in the area of factor (smart-beta) investments. I also have experience combining Latex and R to create personalized automated reporting systems, as well as building and maintaining interactive dashboards in HTML.
Prospective PhD (Quantitative Finance), 2017 - Present
MCom (cum laude), 2010
University Tuebingen, Germany ; Stellenbosch University
Hons (Mathematical Statistics & Economics), 2008