Quantitative Risk Analyst with Economic Focus

CURRICULUM VITAE

D.P. Maree

I am a graduate in Economics, Quantitative Risk, and Investment Management, with a strong foundation in statistical modeling, financial risk assessment, and data-driven decision-making. My academic training has equipped me to analyze complex financial datasets, evaluate market and credit risk exposures, and translate quantitative insights into strategic risk-management actions. I am highly analytical, detail-oriented, and disciplined, with a strong commitment to precision and methodological rigor. I adapt quickly to new models, regulatory frameworks, and evolving market environments, enabling me to contribute effectively to dynamic risk settings. I am motivated to deepen my expertise in quantitative risk methodologies continually and to apply robust analytical techniques to support sound risk governance and capital-optimization decisions. Personal Information

Full name: David Paul Maree

Contact number: +277********

Email: *.*.*****@*****.***

Disability: Mobility impairment – left foot drop

Criminal record: none

Education

National Senior Certificate

BCom Economics, Risk – and Investment management

BSc Quantitative Risk Management

PGCE: Mathematics and Economics

TEFL: Teaching English as a Foreign Language

Leadership

SRC Faculty committee Portfolio event management Term 2013-2014 Chairperson Term 2014-2015

certificates on request

Skills

Microsoft Office: Word, PowerPoint, Excel (Micro modeling database analysis) Database - and model development using SAS, R, SQL, Python, Eviews, VBA. Statistical inference and time series analysis using SAS and R. Econometric, micro- and macroeconomic modeling using Eviews Risk and compliance evaluation through database analysis Analytical risk assessment through the collection and assessment of data Credit risk modeling (PD, LGD, EAD)

Clear communication of quantitative insights

Experience

Eduvos

Calculus lecturer (2023-present)

Junior risk officer internship: Exact freight couriers: General introduction and mentorship in finance- logistics (2017-2018)

(SAS, R, Eviews, Python, SQL)

Quantitative risk modeling (VaR, Expected Shortfall, Credit Risk – PD, LGD, EAD) Statistical analysis, econometrics, and time-series modeling Monte Carlo simulation and stress testing methodologies Risk exposure quantification and portfolio risk decomposition Model development, validation, and back testing

Capital adequacy assessment and risk-weighted asset (RWA) analysis Regulatory risk alignment (Basel III, IFRS 9 principles) Data analytics and financial modeling

Scenario analysis and sensitivity testing

Risk reporting dashboards and quantitative insight communication Logistic model development and evaluation: Designing and implementation of risk management processes, Exact freight couriers (2018)

(SAS, R, Python, SQL)

Enterprise Risk Management (ERM) framework design and implementation with quantitative financial impact analysis

Advanced risk modeling: VaR, Expected Shortfall, Credit Risk (PD, LGD, EAD), and portfolio risk decomposition

Statistical analysis, econometrics, and time-series modeling for risk quantification Monte Carlo simulation, stress testing, and scenario analysis Capital adequacy assessment, risk-weighted asset (RWA) analysis, and risk-adjusted performance measurement (SAS, R, Python)

Development, validation, and back testing of risk models(SAS, R, Python) Financial risk structure modeling and capital optimization Insurance risk modeling, claims analysis, and loss forecasting Quantitative evaluation of risk policies, internal controls, and governance frameworks Regulatory alignment (Basel III, IFRS 9 principles, statutory compliance frameworks) Risk data aggregation, analytics, and automated reporting (Python, R, SQL) Risk budgeting, financial forecasting, and exposure monitoring Financial internship: Majestic Air - flight portfolio assessment and modelling, regulation compliance officer, risk assessment, and risk management budgeting

(2018-2020)

(SAS, R, Python, Delphi, C#)

Quantitative evaluation and optimization of financial policies and risk frameworks Financial loss analysis, claims impact assessment, and exposure mitigation strategies Development of contingency models and financial risk mitigation scenarios Key Risk Indicator (KRI) design, monitoring, and trend analysis Implementation of risk transfer and insurance optimization strategies Cost-benefit analysis of risk financing and capital allocation decisions Identification, quantification, and mitigation of potential financial losses Cross-functional risk coordination and structured risk data reporting

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