Stevens Analyst

JEREMIAH MAKAYA

551-***-**** *** Liberty Avenue, Jersey City, New Jersey 07307 *******@*******.***

EDUCATION:

Stevens Institute of Technology Hoboken, NJ Dec. 2021 Master of Science in Financial Engineering. GPA: 3.86 Courses: Advanced Derivatives, Pricing and Hedging, Stochastic Calculus for Finance, Algorithmic Trading Strategies, Market Microstructure and Trading Strategies, Computational Methods in Finance, Portfolio Theory & Applications, Design Pattern Derivative Price. Institute and Faculty of Actuaries London, United Kingdom Dec. 2019 The Actuarial Qualification

Courses: Financial Mathematics, Finance and Financial Reporting, Probability and Mathematical Statistics, Models, Contingencies, Statistical Methods, Business Economics, Financial Economics National University of Science & Technology Bulawayo, Zimbabwe Oct. 2005 BSc Honours Degree in Applied Mathematics

Courses: Financial Mathematics, Simulation and Forecasting, Stochastic Processes, Mathematical Modelling, Operations Research Techniques, Business information Systems, Computer Packages in Maths. TECHNICAL SKILLS:

Languages: MySQL, R, Python, Matlab, C++

MS Office: MS Excel, MS Word, MS Access, MS Power Point PROFESSIONAL EXPERINCE:

Ecosat Investments Johannesburg, South Africa

Senior Quantitative Specialist Jan. 2016 – Aug. 2020

Presided over the Investment and Risk functions of the company.

Applied quantitative methods to develop capabilities that meet line of business, risk management and regulatory requirements.

Evaluated risk using metrics like Value at Risk (VaR), Expected Shortfall (ES) and backtesting.

Dynamically managed investment portfolios as their nature changed over time in line with economic conditions and emerging risks.

Implemented customized investment strategies, stress testing, reverse stress testing and scenario analysis.

Oversaw the valuation of derivatives and Fixed Income instruments.

Conducted Credit Risk modelling of financial instruments and counterparties.

Applied independent models and tools to verify results of analytical systems used for pricing and hedging of derivatives.

Marsh Insurance Brokers Harare, Zimbabwe

Actuarial Analyst Jan. 2012 – Dec. 2015

Managed a portfolio of pension funds and prepared quarterly actuarial valuation reports for each pension fund. The value of the combined assets of the portfolio of pension funds exceeded $100m.

Offered life insurance, pensions and employee benefits expertise to clients advising them on the best products in the market in terms of costs and benefits.

Reviewed and updated group business valuation methodologies for insurance contracts and pensions.

Managed the company data and documentation of models ensuring that the basis for the calculation of financial metrics is authentic, the models are valid and easy to handover. ACADEMIC PROJECTS:

Stevens Institute of Technology Aug. 2020 – Dec 2021 Project Titles:

1. Scenario generation and data augmentation 4. Pricing American Options 2. Multifactor Investment Strategies 5. The Probability of Informed Trading, (PIN) Model 3. Parallel Implementation of American Options

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