Johan De Kock Email & Phone Number

Asset management is becoming more quantitative than ever before. The current challenge is combining the appropriate models, algorithms and methods from mathematics, the latest advances in data science, artificial intelligence and machine learning, modern API and web design into tools which change the way portfolios are constructed and managed. These tools are applicable to the institutional and retail fund management space, risk management, robo- and traditional financial advice. Our team at Sanlam Investments are building exactly these tools.My career has involved the following tasks: using filtering methods for index tracking, development of mathematical models for derivatives (equity derivatives, interest rate derivatives, credit derivatives and FX derivatives) and portfolio optimization, developing and implementing quantitative (smart beta) investment strategies, asset liability management (ALM), economic scenario generation, implementation of mathematical models in C++, Java and other programming languages (C#, R and some Matlab)I have also been involved in managing, designing and implementing large software projects.Spezialgebiete/Expertise: Stochastics, Financial Mathematics, Software Engineering, Programming, Numerical Mathematics, Optimization, Monte Carlo Methods, Asset Mangement, Project Management

Listed skills include Quantitative Finance, Matlab, Mathematical Modeling, Quantitative Finanzwissenschaft, and 33 others.

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  Senior Quantitative Analyst

  Sanlam Investments

  Cape Town, Wc, Za