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.

Qobolwakhe  Dube

Qobolwakhe Dube


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

PhD thesis topic:
Market Design in Emerging Economies: The Blockchain Revolution

PhD supervisor:
Dr Co-Pierre Georg

Qualifications:

  • BCom in Economics and Finance (University of Cape Town)
  • BCom Honours in Finance (University of Cape Town)
  • MCom in Risk Management of Financial Markets (University of Cape Town)

About Qobolwakhe:

Qobolwakhe joined the African Institute of Financial Markets and Risk Management (AIFMRM) and ACQuFRR as a Master’s student in 2016 as part of the first cohort of the MCom degree, after which he decided to stay on as a PhD candidate.

Qobolwakhe’s research interests include market microstructure, credit risk and FinTech. He will be working in collaboration with the Capital Markets Cooperative Research Centre and Macquarie University.

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.

Chernay  Johnson

Chernay Johnson


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

PhD thesis topic:
Market Quality of South African Equity and Derivatives Markets

PhD supervisors:
Associate Professor David Taylor and Dr Co-Pierre Georg

Qualifications:

  • BBusSc in Economics (University of Cape Town)
  • MCom in Economic Science (University of the Witwatersrand)

About Chernay:

After graduating with a Bachelor of Business Science degree in Economics in 2011, Chernay completed the prestigious Economist Internship Programme with the Bureau for Economic Research. Thereafter, Chernay accumulated four years of professional experience having worked as an economist at the South African Reserve Bank (SARB) and in the investment-banking sector. In 2016, the Financial Mail ranked Chernay amongst the top-three young analysts in South Africa, in recognition of her economic research on sub-Saharan Africa.

Chernay completed a Master of Economic Science degree at the University of the Witwatersrand in 2016, and in 2017 she embarked on a full-time PhD programme in Quantitative Finance with the University of Cape Town. Her research interests are around applied topics in financial economics, and empirical research excites her most.

Chernay is a proponent of the Black Girl Magic movement, and in her spare time she enjoys photography, travelling and rocking out at live music festivals.

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