Tomi Adewusi

Provide front-office-facing quantitative support to Structured Credit and Structured Rates desks across pricing, risk representation, booking models, calibration inputs, proxy assumptions, and live desk queries for products including CLNs, warrants, gap risk options, bond derivatives, and credit-rates hybrid structures. Work on synthetic risk transfer and structured credit analytics, including CDO structures, tranche-style dependency modelling, Gaussian copula frameworks, stochastic/correlated recovery assumptions, and treatment of bespoke collateral and payoff features. Serve as quantitative SME for credit exotics, supporting traders, strats, controllers, model governance stakeholders, and senior management on pricing methodology, new business approvals, and treatment of complex or illiquid structures.

Associate, Structured Credit & Structured Rates Valuation Risk - Morgan Stanley - London

(2024-06)

• Provide front-office-facing quantitative support to Structured Credit and Structured Rates desks across pricing, risk representation, booking models, calibration inputs, proxy assumptions, and live desk queries for products including CLNs, warrants, gap risk options, bond derivatives, and credit-rates hybrid structures.
• Work on synthetic risk transfer and structured credit analytics, including CDO structures, tranche-style dependency modelling, Gaussian copula frameworks, stochastic/correlated recovery assumptions, and treatment of bespoke collateral and payoff features.
• Serve as quantitative SME for credit exotics, supporting traders, strats, controllers, model governance stakeholders, and senior management on pricing methodology, new business approvals, and treatment of complex or illiquid structures.
• Led redevelopment of a capital stress model using Python and R, remediating material model risk findings through data analysis, variable selection, and time-series modelling, improving explanatory power of key components from about 30% to 80% R^2.
• Develop Python analytics and valuation-control tooling using Git, JIRA, code review, documentation, testing, and SDLC-compliant delivery practices to improve model governance, control quality, automation, and production readiness. Elementary Scala via EPFL's Functional Programming Course.
• Analyse front-office risk systems and underlying data flows to assess pricing consistency, risk capture, calibration behaviour, system representation, and desk PnL sensitivities across bespoke transactions.
• Recognised in year-end performance review for technical depth, cross-asset flexibility, and independent execution under demanding timelines.

Quantitative Modelling Specialist – Fixed Income & Derivatives - Liberty Life (Standard Bank Group) - Cape Town

(2021-02 - 2023-10)

Highly technical quantitative modelling role supporting insurance trading and hedging desks. Functionally a desk-aligned quant, responsible for pricing, risk, and model development for long-dated and structured products.

• Built and maintained multi-factor HJM and LMM term-structure models in Python and QuantLib for pricing and valuation of long-dated interest-rate and credit-sensitive liabilities.
• Designed bespoke curve-construction frameworks, including ultra-long yield curves for insurance balance-sheet valuation, cash-flow discounting, and stress testing.
• Priced embedded derivatives in insurance products, including callable, surrenderable, and negative-convexity structures with interest-rate and credit sensitivity.
• Developed Monte Carlo pricing engines with AAD for efficient Greeks, risk attribution, sensitivity analysis, and scenario-based valuation.
• Supported desk hedging activity via swaption and bond-option analytics, scenario analysis, and sensitivity-based hedge optimisation.
• Led migration of fixed-income risk engines to AWS GPU-backed infrastructure and re-engineered legacy C#/SQL pricing tools into modular Python libraries, improving scalability, maintainability, and recurring analytics performance.
• Supervised and designed projects for Master's-level interns, teaching derivative modelling, term-structure theory, Monte Carlo methods, and production-style quantitative tooling.
• Operated day-to-day alongside portfolio managers and hedging desks, developing strong intuition for desk workflows, P&L drivers, and risk trade-offs.

Quantitative Risk Analyst – Asset-Liability Management (ALM) & Treasury Analytics - Old Mutual Group Treasury - Cape Town

(2023-10 - 2024-05)

• Developed interest-rate risk and capital analytics for asset-liability management, liquidity risk, and long-dated balance-sheet exposures, supporting regulatory and executive-level reporting.
• Performed spread and liquidity-premium attribution to explain valuation and capital movements under market stress scenarios.
• Contributed to capital forecasting and risk attribution frameworks used in regulatory submissions and ALCO decision-making.

MSc - Computer Science (Part-time) - Georgia Institute of Technology (OMSCS)

MPhil - Mathematical Finance - University of Cape Town (UCT)

BBusSci (Hons) - Actuarial Science - University of Cape Town