Academic Journey

I earned my PhD in Quantitative Finance from the  Business School at  the University of Technology Sydney (UTS) in Australia. During my doctoral studies, I had the privilege of being under the guidance  Professor Erik Schlogl.

My journey in mathematics began with a bachelor's degree in Pure and Applied Mathematics from the  University of Namibia.  For my bachelor's thesis, I delved into the characterization of real-valued functions that can be uniformly approximated by a sequence of polynomials across the entire real-line—an extension of the Weierstrass Approximation Theorem. The results of this thesis were accepted and presented at the  III Jaen Conference on Approximation Theory - Universida de Jaen, Ubeda, Spain in 2012.The thesis report can be found here: Approximation of real-valued functions.  This work was under the supervision of Dr. Martin  M. Mugochi at the  University of Namibia.

Subsequently, I embarked on an intensive honors degree program in Financial Mathematics, jointly offered by the University of Stellenbosch and  the African Institute for Mathematical Science (AIMS), South Africa. This comprehensive course covered a wide array of topics in financial mathematics, from probability and theoretical measure theory to Modern Portfolio theory. My honors thesis focused on the investigation and implementation of numerical methods for the rapid pricing of Barrier Options in cases where the underlying follows an exponential Levy process.  See the link below: 

Fast Pricing of Barrier Options.

My masters thesis focused on pricing and calibration of interest rate products in the Heath, Jarrow and Morton (HJM) framework with jumps. In particular, I considered a classical HJM framework where the driving process is replaced by a generalised Hyperbolic process. See my master's thesis: HJM model with Jumps. 

Moving forward, my master's thesis centered on the pricing and calibration of interest rate products within the Heath, Jarrow, and Morton (HJM) framework, incorporating jumps. I particularly explored a classical HJM framework where the driving process was substituted with a generalized Hyperbolic process. During my research, I also conducted a survey of numerical methods for Levy HJM and proposed the cosine and fractional FFT methods. Both my honors and master's theses in financial mathematics were conducted under the guidance of Professor Peter William Ouwehand, currently a Professor in Stochastic Finance at the University of Cape Town. 

My professional experience extends to my role as a Risk Analyst at the  Namibian Financial Institution Supervisory Authority (NAMFISA) where I dedicated six months to identifying potential risks facing non-banking financial services in Namibia. I was responsible for the financial stability report and compiling the statistical section of the annual report. Furthermore, in 2015, I lectured Financial Mathematics I and II and Risk Theory at the University of Namibia on a part-time basis. 

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I have been an enthusiastic tutor of calculus courses since 2009 and established a private tutoring group to assist students struggling with mathematics. My expertise was recognized by both the government of Namibia and the Lazarus Shinyemba Ipangelwa (LSI) foundation, seeking to promote mathematics across the country, with my slogan, "Maths is sexy," emphasizing the approachability, fascination, and practicality of mathematics. 

Subsequently, I served as a casual academic at the University of Technology Sydney (UTS), where I tutored in business quantitative subjects, including Quantitative Business Analysis and Derivative Securities. Additionally, I worked as a research assistant for  Prof  Christina Nikitopoulos Sklibosis specializing in calibrating forward rate models to crude oil futures and options prices.

Following my time at UTS, I accepted a position at the  University of Wollongong (UOW) Australia, where I taught courses in stochastic modeling and first-year engineering mathematics for 18 months. During my tenure at UOW, I was also contracted as a research associate to  Prof Song-Ping Zhu, where I conducted empirical studies on option pricing models in the context of short sales bans. After UOW, My academic journey continued with a postdoctoral research fellowship at the   African Institute for Financial Markets and Risk Management (AIFMRM) of the University of Cape Town, where I focused on developing financial models capable of capturing new phenomena in financial markets. 

Presently, I am honored to hold the position of a Senior Lecturer in the  department of Statistics and Actuarial Science at Stellenbosch University My journey in academia and finance has been both dynamic and rewarding, and I look forward to contributing further to the field of quantitative finance and mathematics in my current role. 

Please fill free to browse through my CV provided below: