I am employed at Satrix as Head of Portfolio Solutions. My main area of research focus is developing systematic investment solutions in the factor portfolio space. This includes developing portfolio strategies that map factor information into investable solutions - enabling clients to best harvest factor risk premiums in their own portfolios. I am also a chartered statistician (ICCSSA, Financial Econometrician).
I have more than 10 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, where I continue lecturing post-graduate courses in quantitative finance and statistics. I also have extensive experience presenting 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