Chana Kulani

Highly analytical Actuarial Science graduate currently completing a Postgraduate Honours degree in Business Analytics and Data Science, with a fully completed Quantitative Risk Management (QRM) curriculum. Combines a deep risk-modeling foundation with hands-on experience building financial models, automated reporting tools, and interactive dashboards. Proven ability to translate complex, large-scale datasets into clear, actionable commercial insights.

Equipped with a strong academic record and a versatile analytical framework built to optimize risk metrics, drive business intelligence, and solve high-impact predictive modeling problems across corporate functions.

Motor Insurance Pricing Pipeline Developer at MiWay Hackathon26 / TrustWay Insurance (2026-06 – 2026-07)

Built a Python motor insurance pricing pipeline on a dataset of 2 million rows for the multi-round MiWay Hackathon26 simulation, competing as team TrustWay.

• Designed a three-peril (accident, theft, windscreen) XGBoost frequency-severity pricing structure with permutation-importance-based variable selection, evolving the pipeline from an initial Poisson-Gamma GLM baseline through a LightGBM Tweedie challenger and a Combined Actuarial Neural Network (CANN) offset layer that folded GBM-discovered signal back into the interpretable GLM.
• Applied Bayesian hyperparameter search (Optuna), VIF-based multicollinearity resolution, Cook's D risk pooling, and backward stepwise GLM elimination; built a P&L simulator to optimise profit loading, grounded in CAS Monograph 5 (Goldburd et al.) and Ohlsson & Johansson pricing theory.

Energy Trading & Risk Analyst at GreenCo Energy (2026-02 – 2026-02)

Analysed a year of hourly SAPP Day-Ahead Market price and traded-volume data in Excel to derive weighted average prices, floor prices (95th-percentile downside risk), and liquidity buffer requirements for a long-term PPA.

• Assessed volume, intermittency, grid availability, demand-loss, trade-error, compliance, and political risks facing an IPP, and proposed mitigations including liquidity buffers, fixed tariffs, tariff floors/ceilings, and P&L-sharing structures.
• Evaluated data quality issues (missing values, 0 MW trade hours) and designed an imputation and validation approach; modelled revenue impact of a Tariff Support Agreement and alternative liquidity-buffer investment strategies (bank vs. floating-rate T-bills).

Predictive Regression Modelling Analyst at Independent Project (2024-08 – 2024-10)

Exhibited strong self-learning and technical initiative to build automated Python pipelines for cleaning, feature selection, and validating predictive regression models using environmental datasets from 41 U.S. cities.

• Translated complex mathematical outputs into comprehensive performance reports, mirroring standard corporate data validation expectations.

Financial Modelling Developer at Independent Project (2023-06 – 2023-09)

Developed a VBA tool computing present/future values, amortisation schedules, and tax on investments/loans – reinforcing time-value-of-money and product pricing logic.

Student Assistant at North-West University (2024-02 – Present)

• Grade assessments, record marks, and maintain academic records with strict attention to consistency and detail.
• Invigilate tests/exams, ensuring academic integrity and supporting administrative workflow.

BSc Honours in Business Analytics / Data Science – North-West University (2026-01 – 2026-11)

BSc in Actuarial Science – North-West University (2023-01 – 2025-11)