Data Scientist

• Dec 2019 - Present

- Built machine learning models (random forests) to improve the B2B lead generation of our clients. - Generated new features and improved existing features to be used in our models. Features include financial features, geospatial location features and web scraping features. - Evaluation of models using shap. - Performed adhoc analysis to improve the machine learning platform and features such as: - Testing new machine learning models e.g. NGBoost, a probabilistic regression model - Accessing new datasets e.g. Foursquare or Open Street Map to enhance location features - Analysis performed using pandas, scikit-learn, matplotlib and various other Python packages - Platform and code enhancements using Pycharm, and wrote unit tests using pytest - Assisted in implementing a website matching capability for North American businesses. - Worked on creating a Trading AI, monitoring businesses that are trading/not trading during the Covid-19 pandemic, using data scraped from the web as well as Twitter statuses. - Used the AWS cloud platform including Athena, S3, EMR and EC2. - Experienced in version control using git. - Used Scrum Agile Methodology (Daily Scrum Meeting, Planning Poker, Sprint Backlog etc.) - Took part in learning initiatives such as Hackdays and Journal Clubs, focusing on various data science topics such as recommender systems, gradient boosting and topic models. Show less

Data Scientist

• Jul 2019 - Dec 2019

- Responsible for data extraction using SQL server, data cleansing, data exploratory analysis and machine learning model building using Python - Built machine learning models (Random Forests, Catboost) to predict the retention of Vitality Health customers - Looked at improving the lead generation machine learning model - Adhoc analysis as required by the business using pandas, numpy, scikit learn, matplotlib - Wrote unit tests using unittest - Responsible for data extraction using SQL server, data cleansing, data exploratory analysis and machine learning model building using Python - Built machine learning models (Random Forests, Catboost) to predict the retention of Vitality Health customers - Looked at improving the lead generation machine learning model - Adhoc analysis as required by the business using pandas, numpy, scikit learn, matplotlib - Wrote unit tests using unittest

Corporate Finance Transactor

• Jan 2016 - May 2019

- Building financial models, performing financial analyses and company valuations for the purpose of implementing mergers and acquisitions, company restructures and other corporate transactions.- Assisting clients with strategic reviews of their businesses and the preparation of relevant board materials. - Involved in the project management of corporate transactions including preparing detailed project plans and timetables, coordinating meetings and sessions with the project team and liaising and coordinating the work of the client’s attorneys, accountants and other professional advisers.- Assisting in structuring and negotiating the terms of transactions as well as giving input into legal and regulatory matters and liaising with the JSE. - Presenting to and running meetings with C-suite client members.- Preparing and attending proposals and presentations for prospective clients, proposing potential acquisitions, optimisation of existing operations and restructures. - Guiding and training newly appointed staff. Show less

Trading Market Risk Team Lead

• Feb 2015 - Jan 2016

Trading Market Risk Manager

• Nov 2012 - Feb 2015

- Assessment of market risks and risk concentrations contributing to trading desks VaR.- Built models to accurately reflect the market risks (including ETL and VaR) for trading desks, such as the fixed income desks, inflation desk, equities and the XVA desk. This included modelling of financial instruments and derivatives.- Built reports to analyse and manage the market risk and P&L attribution for the trading desks. - Interacted daily with the data engineers, to ensure accuracy and completeness of the data required for risk analyses.- Involved in the implementation of various projects across the business such as the introduction of trades being cleared via LCH, booking of bond forwards and interest rate curve development. Show less

Financial Engineer

• May 2012 - Nov 2012

Masters student

• Jan 2011 - May 2012

Masters in Advanced Mathematics of Finance Masters in Advanced Mathematics of Finance