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.

Allan  Davids

Allan Davids


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

PhD thesis topic:
Essays on the housing market

PhD supervisor:
Dr Co-Pierre Georg

Qualifications:

  • BA in Economics (Stellenbosch University)
  • Honours in Economics (Stellenbosch University)
  • MCom in Economics (Stellenbosch University)

About Allan:

Allan Davids' website

After completing an interdisciplinary undergraduate degree at the University of Stellenbosch, Allan completed both his Honours and Master’s degrees in Economics at the same institution. Thereafter, Allan joined Eighty20, a data analytics consultancy, as a full-time data analyst where he gained industry experience working on various housing and credit market projects.

Allan started his PhD in 2016 and his research focusses broadly on topics of urban economics and real estate finance. In particular, Allan is interested in better understanding the determinants of house prices as well as the development of agent-based models to study and simulate the effect of economic policy on the housing market. Allan is also involved in the Financial Innovation Lab at the University of Cape Town where he has a keen interest in blockchain applications to property ownership and the housing market.

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.

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