ACQuFRR - Postgraduate Students

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Alex Backwell

Alex Backwell


Current postgraduate studies:
PhD in Mathematical Finance (University of Cape Town)

PhD thesis topic:
Modelling and Hedging Interest-Rate Options

PhD supervisors:
Associate Professors Peter Ouwehand, Andrea Macrina and David Taylor

Qualifications:

  • BBusSc in Actuarial Science – Quantitative Finance (University of Cape Town)
  • MPhil in Mathematical Finance (University of Cape Town)

About Alex:

After completing his Bachelor of Business Science degree in Actuarial Science – Quantitative Finance, Alex continued his studies at UCT, completing his Master’s degree in Mathematical Finance.

After doing a short semester of Master’s coursework at Université d’Evry-Val-d’Essonne, Alex continued his involvement with UCT and ACQuFRR by starting his PhD in April 2014. He has progressed significantly and has two draft papers on SSRN.

In addition to finance and mathematics, Alex is interested in cricket, rugby, jiu-jitsu, reading fiction, general science, philosophy and politics.

Mario Giuricich

Mario Giuricich


Current postgraduate studies:
PhD in Mathematical Finance (University of Cape Town)

PhD thesis topic:
Modelling catastrophe risk for the pricing of insurance securitisations

PhD supervisors:
Professor Krzysztof Burnecki and Professor Eckhard Platen

Qualifications:

  • BBusSc in Actuarial Science (University of Cape Town)
  • MPhil in Mathematical Finance (University of Cape Town)

About Mario:

After completing his Bachelor of Business Science degree in Actuarial Science in 2012 and then his Master’s in Mathematical Finance in 2013, Mario decided to further his studies and research interests and commenced his PhD at UCT, beginning in August 2014.

Mario maintains strong ties with his Actuarial Science background. He lectured undergraduate Actuarial Science courses in 2014 and continues to tutor and mentor for the South African Actuarial Development Programme (SAADP). In addition, he has only one more major Actuarial Board Exam to write – the Fellowship.

If Mario is asked what he does when not working or studying, he says something different every time! However, common activities always feature – perfecting patisserie and baking, running, swimming, birdwatching and exploring new exciting places.

Jesslyn Jonathan

Jesslyn Jonathan


Current postgraduate studies:
PhD in Economics (University of Cape Town)

PhD thesis topic:
Microfoundations of quantitative easing spillovers on emerging markets

PhD supervisor:
Dr Co-Pierre Georg

Qualifications:

  • BSc in Mathematics and Economics (University of the Witwatersrand)
  • BCom Honours in Economic Science (University of the Witwatersrand)
  • MCom in Economic Science (University of the Witwatersrand)

About Jesslyn:

After completing her Bachelor of Science degree in Mathematics and Economics, Jesslyn continued her studies with an Honours degree (Economics) and followed by a Master’s degree (Economics), both at the University of the Witwatersrand (WITS). During this time, she also worked as a research assistant at WITS.

Jesslyn started her PhD in 2016 at UCT. Her interests are focused around financial and statistical Economics.

Michael Kateregga

Michael Kateregga


Current postgraduate studies:
PhD in Mathematical Finance (University of Cape Town)

PhD thesis topic:
Alpha-Stable Distributions and their Applications to Financial Market Modelling

PhD supervisors:
Associate Professor David Taylor and Dr Sure Mataramvura

Qualifications:

  • BSc in Education in Mathematics (Mbarara University of Science and Technology)
  • Postgraduate Diploma in Mathematical Sciences (African Institute for Mathematical Sciences – AIMS)
  • MSc in Mathematical Finance (Stellenbosch University)

About Michael:

Michael trained as a High school Physics and Mathematics teacher and worked in the field for a period of 3 years. He also worked as a Project Analyst for African Institute for Mathematical Sciences (AIMS) Next Einstein Initiative.

Michael moved into doing scientific research in 2010 and his research interests are in the field of Mathematical Finance. He is currently a PhD student in Mathematical Finance at the University of Cape Town.

In his free time, Michael enjoys playing basketball, playing guitar, watching movies and writing code.

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