SIVUYISE NCEDO NGWANE
Financial Markets And Modelling
Pretoria
Summary
I am a self-starter with 10 years' experience in Quantitative Modelling, Risk Analysis within Fixed Income Portfolio Management environment in the context of Sovereign Debt Management. Practical skills in investment and liability portfolio optimization techniques. As an up-skilled Market Risk Manager and Researcher; I have gained practical skills in Portfolio optimization, Statistical and Predictive Modelling techniques.
Encouraging manager and analytical problem-solver with talents for team building, leading and motivating, as well as an inclination to finding practical solutions. Proficient in using independent decision-making skills and sound judgment to positively impact company success. Dedicated to applying training, monitoring and morale-building abilities to enhance employee engagement and boost performance.
Overview
15
15
years of professional experience
5
5
years of post-secondary education
Work History
Manager, Market Risk
National Treasury (Asset & Liability Management Division)
2020.12 - Current
- Established strategies for measuring and monitoring sources of market, credit and liquidity risks pertinent to governments' funding strategy and overall debt portfolio.
Senior Quantitative Analyst, Market Risk
National Treasury (Asset & Liability Management Division)
2014.12 - 2020.11
- Created various Excel, documents to assist with pulling metrics data and presenting information to stakeholders for concise explanations of best placement for needed resources
- Applied statistical and mathematical methods to analyze data and generate applicable insights.
- Extracted and interpreted data patterns to translate findings into actionable outcomes
- Tested data prediction algorithms based on historical data
- Developed rebalancing strategies to minimize risk exposures
- Developed and presented proposals for new financial markets instruments.
- Used analytics to assist with drawing actionable insights into financial data
- Term structure modeling
Junior Analyst, Market Risk
National Treasury (Asset & Liability Management Division)
2012.07 - 2014.11
- Internal Database Management
- Monitored and reported data and model discrepancies to senior analysts to maximize reporting efficiency
- Performed calculations and statistical analysis on financial instruments data, funding numbers, and portfolio measures.
- Completed thorough research the modelling of inflation linked bonds'profile.
- data modelling, and structured analysis
Pricing Analyst
Momentum Group (Investment & Wealth Department)
2010.06 - 2012.05
- Unit Trust Trading
Product Valuation Assistant
Momentum Group
2009.01 - 2010.05
- Assisting various teams with inputs into product research.
Education
Data Science & Machine Learning Program-DSML - Data Science And Machine Learning
Great Learning in Partnership With MIT (IDSS)
Online 2022.09 - 2023.03
Bachelor of Commerce (Economics) - Economics
University of South Africa
Pretoria 2006.02 - 2010.04
Financial Risk Management
GARP
12.2025
Skills
Computer Literacy (Excel, Power BI, Outlook & Ms Word)undefined
Code
08
Passion
I am passionate about the application of Decision Science Techniques in contributing to solutions and thus aiding decision-making processes. Member of the data science and machine learning community through "Great Learning".
References
Available upon request
Accomplishments
I had the honor of doing work with the United Nations Economic Commission for Africa to lend support to the Ethiopian ministry of Finance.
I serve on the South African Reserve Bank's Reserves Management Committee.
Timeline
Data Science & Machine Learning Program-DSML - Data Science And Machine Learning
Great Learning in Partnership With MIT (IDSS)
2022.09 - 2023.03
Manager, Market Risk
National Treasury (Asset & Liability Management Division)
2020.12 - Current
Senior Quantitative Analyst, Market Risk
National Treasury (Asset & Liability Management Division)
2014.12 - 2020.11
Junior Analyst, Market Risk
National Treasury (Asset & Liability Management Division)
2012.07 - 2014.11
Pricing Analyst
Momentum Group (Investment & Wealth Department)
2010.06 - 2012.05
Product Valuation Assistant
Momentum Group
2009.01 - 2010.05
Bachelor of Commerce (Economics) - Economics
University of South Africa
2006.02 - 2010.04
Financial Risk Management
GARP
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