Business Analyst Junior
Resume:
* ******* *****, ********** ****
Harare, Zimbabwe
********.****@*****.***
RALPH MAZENGURA
OBJECTIVE A forward-thinking Financial Engineer with a strong foundation in mathematical models for financial problem-solving. Areas of interest include research, programming, data analysis, risk management and simple reasoning. Passionate about asset management with a special focus on asymmetric investments. PROFESSIONAL EXPERIENCE INTERNATIONAL PAYMENTS INTERN, CENTRAL AFRICA BUILDING SOCIETY. JUNE 2022 – JULY 2023
Conducted financial data analysis using Microsoft Excel, providing valuable insights for decision-making.
Assisted in financial modeling and simulation, contributing to the development of accurate financial projections.
Performed reconciliations of incoming and outgoing payments.
Generated daily reports of the volumes of incoming and outgoing international payments.
Designed a web form as part of my school research project that could capture the details of applications made by clients who wanted to make international payments
PROJECT MANAGER, MAZENGURA RESIDENCE
September 2024 - Present
Overseeing renovation projects in a residential property.
Optimized resource allocation and use.
Management and coordination of various professional contractors including builders, electricians, plumbers and carpenters.
Periodic projections of financial resources and completion time for different phases of the project.
EDUCATION HARARE INSTITUTE OF TECHNOLOGY (AUGUST 2020 – JUNE 2024) BTech Honours Degree in Financial Engineering - Upper-Second Division Relevant courses
Portfolio Engineering, Financial Econometrics, Numerical methods in Finance, Stochastic Processes in Finance, Interest rate models and derivatives, Optimization in Finance, Mathematical Methods for Finance, Financial Institutions and Markets, Options and Futures Markets, Financial Risk Management, Asset Securitization. Page 2
CERTIFICATE IN HIGHER AND TERTIARY EDUCATION (AUGUST 2020 – JUNE 2024). ADVANCED LEVEL (2019)
Mathematics – A
Biology – B
Chemistry – B
SKILLS PYTHON, C++, VISUAL BASIC, MYSQL
R STUDIO, ADVANCED EXCEL, RESEARCH AND DATA ANALYSIS
FINANCIAL ANALYSIS, FINANCIAL MODELLING
RESEARCH EXPERIENCE 4TH YEAR UNDERGRADUATE CAPSTONE DESIGN PROJECT: APPLICATION OF FRACTIONAL ORNSTEIN–UHLENBECK MODEL IN PAIRS TRADING.
Developed a framework for pairs trading based on fitting the log-return spreads of currency exchange rates to a fractional Ornstein Uhlenbeck process.
Designed a rule based trading algorithm that used the estimated parameters of the fOU process as inputs.
Back-tested the performance of the designed strategy on historical currency exchange rate data using the rolling window approach.
Performed robustness tests with varying trading days and transactional costs to model optimal trading parameters for the developed strategy. 3RD YEAR UNDERGRADUATE INTERNSHIP MINI PROJECT.
Created a Web application that could allow bank clients to file applications for international payments.
The application was linked to a data base that would allow the bankers to access, evaluate and process all the applications.
The Web application restricted clients from entering incorrect information and eliminated the need for clients to visit the branch.
Provided a framework for expanding digital banking within the Institution. 2ND YEAR UNDERGRADUATE PRODUCT DEVELOPMENT PROJECT.
Evaluated the effectiveness of the Reserve Bank of Zimbabwe’s conservative monetary targeting framework that had been introduced in February 2020.
Analyzed 8 years of monthly data, for M1, M2, M3 (dependent variable) and Reserve money, to test for co-integration and long run dependency using the Vector Error Correction M.
Reserve money had no causality relationship with M3, meaning that the conservative monetary targeting framework was ineffective.
M1 was better suited to predicting M3, as such, we provided a framework for forecasting M3 based on the VECM model.
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TEACHING AND VOLUNTEER
EXPERIENCE
Assisted fellow Undergraduate classmates in modules like Portfolio Engineering, Credit Derivatives, Interest Rate Models and Derivatives and Asset Securitization through facilitation of discussions of past exam papers, revision and addressing common challenges, and engaging students in problem-solving exercises.
Assisted fellow undergraduate students with Capstone Design Project through explaining the empirical analysis phase of the research as well as in developing prototypes.
PROFESSIONAL CONFERRENCES
ATTENDED
Presented a project on a currency pairs trading strategy at the School of Business and Management Sciences (SMBS) 1st International Conference on E-Business Practice, Research and Innovation 2024 (ICeBPRI-1 2024). FLUENT LANGUAGES English, Shona
AWARDS AND PRIZES Best presented research at the (SMBS) 1st International Conference on E- Business Practice, Research and Innovation 2024 (ICeBPRI-1 2024).
Finalist in the C-Trade Portfolio Management Challenge (2024) at the Harare Institute of Technology.
Best Graduating Student in Portfolio Engineering. REFERENCES PORTIA MAWIRE
RESEARCH SUPERVISOR, HARARE INSTITUTE OF TECHNOLOGY *******@***.**.**
D.J. NKOMO
CHAIRMAN-FINANCIAL ENGINEERING DEPARTMENT, HARARE
INSTITUTE OF TECHNOLOGY
******@***.**.**
SERINA MUKASA-BATENDE
SWIFT TEAM LEADER, CENTRAL AFRICA BUILDING SOCIETY, *******@*********.**.**
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