Lawrence Magubane
Mathematical finance professional: Front office, Market Risk and Counterparty Credit Risk, Machine Learning,Product Control, Research, Model development, Validation, Model Risk, Internal & External Auditing
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About
My background is in quantitative finance on the sell-side market (front office and middle office: exposure to developing, emerging, and advanced markets, with limited experience in the buy-side market (managing internal and external fund managers' exposure to advanced markets)), Accounting Standards (IFRS 9 and IFRS 3), Internal and External Audit, and Computer Science: advanced knowledge of trading systems used by local and international clients, full Microsoft suite experience, Python programming (traditional vs AI quant models), Governance and due diligence (regulatory frameworks - EBA, Hong Kong, US, South Africa and Ethiopia), market domain knowledge and research in equities, fixed income, money markets, credit (credit trading, counterparty risk management (XVA)), energy, commodities, environmental and treasury market), and medium knowledge of infrastructure funding in Renewable energy sector and corporate finance modelling (Mergers & Acquisations pitch and financial modelling). I'm interested in roles where my skills can add value.
Experience
Consulting: Deloitte SA and Riskworx
Central Bank: Ethiopia and South Africa
Banks: Standard Bank, Rand Merchant Bank, ABSA, Investec, JP Morgan, Standard Chartered and Citi Bank.
Education
MSc in Mathematics of finance
HBSc in Quantitative Risk management
