OVERVIEW
2016 - 2018 PhD in Quantitative Finance - University of Technology Sydney (UTS)
2014 - 2015 M.Sc Financial Mathematics - University of Stellenbosch
2013 - 2013 B.Sc (honours) Financial Mathematics - University of Stellenbosch and AIMS
2009 - 2012 B.Sc (honours) Pure and Applied Mathematics - University of Namibia
2016 - 2018 PhD in Quantitative Finance - University of Technology Sydney (UTS)
2014 - 2015 M.Sc Financial Mathematics - University of Stellenbosch
2013 - 2013 B.Sc (honours) Financial Mathematics - University of Stellenbosch and AIMS
2009 - 2012 B.Sc (honours) Pure and Applied Mathematics - University of Namibia
ACADEMIC BACKGROUND
I completed my PhD in Quantitative Finance the Business School of the University of Technology Sydney (UTS) in Australia. My PhD was under the supervision of Professor Erik Schlogl.
I am a Mathematician by training. I have a bachelor degree in Pure and Applied Mathematics from the University of Namibia. My bachelor thesis was concerned with the characterisation of real-valued functions which can be uniformly approximated by a sequence of polynomials on the entire real-line; an extension of Weierstrass Approximation Theorem. The observation is that only polynomials themselves. Result of this thesis was 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:
www.researchgate.net/publication/251231395_Approximation_of_real-valued_functions
This work was under the supervision of Dr. Martin M. Mugochi at the University of Namibia.
I went through an intensive honour degree programme in Financial Mathematics jointly by the University of Stellenbosch and the African Institute for Mathematical Science (AIMS), South Africa. This honor course covered all main topics in financial mathematics ranging from probability and theoretical measure theory to Modern Portfolio theory. My honour thesis was focused on investigation and implementation of numerical methods for fast pricing of Barrier Options where the underlying follows an exponential Levy process. See the link below:
www.researchgate.net/publication/259274569_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: scholar.sun.ac.za/handle/10019.1/96783?show=full
I surveyed numerical methods for Levy HJM and I proposed the cosine and fractional FFT methods.
My honour and master theses in financial mathematics were both under the supervision of Professor Peter William Ouwehand, who is currently a stochastic Finance Professor at the University of Cape Town.
I worked at the Namibian Financial Institution Supervisory Authority (NAMFISA) for 6 months as a Risk Analyst. My role was to identify potential risks facing the non-banking financial services in Namibia, I was responsible for the financial stability report and to compile statistical section of the annual report.
I lectured Financial Mathematics I and II, Risk Theory at the University of Namibia in 2015. This was on part-time basis.
I tutored calculus courses since 2009. I established a private tutoring group to help students struggling with mathematics. I was consulted by the government of Namibia and by the Lazarus Shinyemba Ipangelwa (LSI) foundation to promote mathematics across the country. My slogan was known to as "Maths is sexy", - to emphasis that mathematics is easy, overwhelming and useful.
I was a casual academic at the University of Technology Sydney (UTS). I tutored business quantitative subjects such as Quantitative Business Analysis and Derivative Securities. I was also a research assistant for Dr Christina Nikitopoulos Sklibosis where I was responsible for calibrating forward rate models to crude oil futures and options prices.
I was employed by the University of Wollongong (UOW) Australia for 18 months. I was hired to teach courses in stochastic modelling and first-year engineering mathematics. While at UOW, I was also contracted as a research associate to Prof Song-Ping Zhu, where I was working on empirical studies on option pricing model with short sales ban. After UOW, I went to the African Institute for Financial Markets and Risk Management (AIFMRM) of the University of Cape Town for my postdoctoral research fellowship. At AIFMRM I was working on developing financial models that are capture new phenomena in financial markets.
Browse through my resume below:
dr_alfeus_cv_2020.pdf | |
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