I am currently working toward my PhD in at the École polytechnique fédérale de Lausanne (EPFL) under the supervision of Prof. Damir Filipović.
Previously, I taught mathematics to computers at a hedge fund. I was a Quantitative Analyst on the interest rates and credit team at Fairtree. Most of my time was spent on research related to interest rates, credit, volatility, as well as systematic strategies for trading, risk management, and portfolio optimisation. This experience taught me a lot about what does and does not work in practice, which informs my current research.
Education: Master of Philosophy specialising in Mathematical Finance with distinction from the African Institute of Financial Markets and Risk Management (AIFMRM) at the University of Cape Town. Previously, I studied mathematics and philosophy at the same university.
- 📜 Google Scholar
- 🐙 GitHub