Curriculum Vitae
Work Experience
Quantitative Analyst - Prescient Investment Management (Nov 2023 - Current)
I work as a Quantitative Analyst on the equity team. My responsibilities include optimising portfolios, especially in portable alpha cover asset funds. I’ve also developed a company-wide framework for fund optimisation. Additionally, I conduct quantitative research, analyse risk and performance for our funds, and continue to enhance our client-facing ‘investment portal’.
- Portfolio optimization (portable alpha cover asset models)
- Quantitative research
- Development of client facing portal
- Risk and Performance
Graduaute Programme - Prescient (Jan 2022 - Oct 2023)
- 7 months Prescient Fund Services: ICT Team
- Risk and performance, working under the leader of this section of the team.
- 10 Months Prescient Securities
- Combination of working as a quant analyst and working on the derivatives and FX desk.
- Development of PSEC GEARs (excel based quant tool)
- Ad hoc client queries
- 5 Months Prescient Investment Management
- Quant analyst for the equities and bonds team
- Development of the portal (used for all analysis and client facing presenting)
- Work on portfolio optimization models
- Market research and analysis
Key Hard Skills
- Programming proficiencies
- Python (Strength), R, SQL, VBA, HTML, JavaScript
- Excel (highly proficient)
- Git and version control
- Working with databases
- Fast API, Flask
Academic History
CQF (Enrolled in Jan 2024)
CFA Level 1 pass Aug 2023
In the top 10% of candidates
Actuarial Society of South Africa exemptions obtained
- A311 Actuarial Risk Management
- A214 Loss Reserving and Financial Engineering
- A213 Contingencies
- A211 Financial Mathematics
- N211 communications
- A113 Business finance
- A112 Business Economics
- A111 Actuarial Statistics
- N111 Foundation App
BCom Honours (Actuarial Science) at Stellenbosch University (2020-2021)
- Financial Engineering
- Actuarial Risk Management
- Practical Financial Modeling
- Introduction to R Programming
- Research Project
BCom (Actuarial Science) at Stellenbosch University (2017-2019)
- Actuarial Science Major
- Mathematical Statistics Major
- other subjects:
- Economics
- Financial Accounting
- Business Management
- Mathematics
- Financial Risk Management
- Computer Science