Lufuno Mudau
Quantitative Developer
Summary
I am currently a front office quantitative analyst within the Global Markets Quantitative and Data Analytics team at ABSA. I have master's in risk management of financial markets from the University of Cape Town and an undergrad in chemical engineering. Over the course of my career I have attained a variety of team-oriented abilities and I believe that enthusiasm, integrity, and proper work etiquette are some of my best qualities. On a day to day I apply both my financial engineering and programming skills and technically I believe I have the skill set to fit into both a quantitative and development role in any institution. I pride myself on being a quick learner able to perform and successfully complete work under tight deadlines.
Overview
4
4
years of professional experience
Work History
Front Office Quantitative Developer
Absa Bank
02.2023 - Current
- Working closely with sales and trading teams to develop valuation and risk management models.
- Analysing market behavior to guide risk management practices and ensuring consistency in risk management across the whole trading floor.
- Implemented rigorous trade lifecycle testing procedures to identify and resolve potential bugs before deployment.
- Worked closely with the Non-linear derivatives and counterparty risk trading desks to gather requirements and translate them into technical specifications for implementation.
- Participated in regular code reviews, ensuring high-quality standards were consistently met across all development efforts.
Education Assistant
Department Of Education
11.2021 - 03.2022
- Tutored Mathematics and physical sciences to grade 10-12 learners.
- Organized educational field trips, connecting real-world experiences to the curriculum and enhancing overall learning outcomes.
Data Capturer
EWB-UCT
11.2019 - 12.2019
- Capturing and analyzing infrastructure data for Vhembe district municipality
- Optimized workflow processes by identifying areas of improvement in current data capture methods.
- Infrastructure data gathering, analysis, and interpretation, to make meaningful decisions.
- Debugging and improving the functionality of MIPMIS.
Education
Master of Commerce - Risk Management of Financial Markets
University of Cape Town
Cape Town, South Africa 04.2001 -
Bachelor of Engineering - Chemical Engineering
University of Cape Town
Cape Town, South Africa 04.2001 -
High School Diploma -
Makakavhale Secondary School
Thohoyandou, South Africa 04.2001 -
Skills
Programming Languages: C#, Matlab, SQL, VBA, Python and R
undefinedReferences
- Obeid Mahomed
Position : Head of Quantitative analytics
Contact : + 27 83 669 6731
Institution : ABSA bank
- Hellen Nkwana
Position : Market Risk Analyst
Contact : +27 81 281 4489
Institution : Rand Merchant Bank
- Mpho Mudau
Position : Teacher
Contact : +27 71 116 8759
Institution : Department of Education
Timeline
Front Office Quantitative Developer
Absa Bank
02.2023 - Current
Education Assistant
Department Of Education
11.2021 - 03.2022
Data Capturer
EWB-UCT
11.2019 - 12.2019
Master of Commerce - Risk Management of Financial Markets
University of Cape Town
04.2001 -
Bachelor of Engineering - Chemical Engineering
University of Cape Town
04.2001 -
High School Diploma -
Makakavhale Secondary School
04.2001 -
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