Steven Cunnane Email & Phone Number
@liberty.co.za
1 phone found area 711
LinkedIn matched
Who is Steven Cunnane? Overview
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Steven Cunnane is listed as Founding Engineer at Krexin, a company with 9 employees, based in City Of Cape Town, Western Cape, South Africa. AeroLeads shows a work email signal at liberty.co.za, phone signal with area code 711, and a matched LinkedIn profile for Steven Cunnane.
Steven Cunnane previously worked as Senior Risk Manager at Ocean Leonid Investments and Head of Quantitative Analytics at Old Mutual South Africa. Steven Cunnane holds Phd, Mathematics from Imperial College.
Email format at Krexin
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AeroLeads found 1 current-domain work email signal for Steven Cunnane. Compare company email patterns before reaching out.
About Steven Cunnane
Steven Cunnane is a Founding Engineer at Krexin. He possess expertise in equities, quantitative finance, equity derivatives, derivatives, investment banking and 12 more skills.
Listed skills include Equities, Quantitative Finance, Equity Derivatives, Derivatives, and 13 others.
Steven Cunnane's current company
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Steven Cunnane work experience
A career timeline built from the work history available for this profile.
Senior Risk Manager
CurrentOwned risk management, measurement and associated infrastructure within the group. Built full risk infrastructure to support multi-asset trading including securities master, data abstraction, curve construction, volatility fitting, VaR calculation, factor analysis. Primary focus on commodities (power, gas, oil), also supporting fixed income and systematic.
Head Of Quantitative Analytics
Owner of analytics library and Monte Carlo pricing infrastructure within Balance Sheet Management group. Lead a team of quants and actuaries handling strategic ALM. Responsible for design and implementation of a hybrid Heston-LMM. Developed novel yield curve construction approach. Defined ALM strategy for the roll-out of a low-cost dynamically hedged.
Head Of Quantitative Analytics
Leading a rapidly growing quantitative analytics function at Libfin, a financial services division of the life company. Ensuring analytics infrastructure can support long term strategy. From being initially focussed on modelling $4.5bn of non-linear liabilities (with a hybrid LMM approach), grew to building models to support the interest rate and equity.
Equity Strategist, Vice President
Owner of Monte Carlo engine and associated optimisations (e.g. Sobol, Longstaff Schwartz, Brownian bridges). Also developed local volatility and Q-Q map based models. Key developer in analytics library rebuild, re-architected the Monte Carlo product description language and redesigned many other parts of the library. Managed fundamental maths libraries and.
Supervisor
Working with groups of students on a problem-solving basis and assessing students' written coursework.
Supervisor
Regular teaching sessions with two small groups of students: leading discussions, maintaining discipline, addressing difficulties, marking and feedback on assignments.
Mathematician
Invited to participate in security focussed number theory research with a strong computational component and presentations to senior departmental staff.
Steven Cunnane education
Phd, Mathematics
Mmath, Mathematics, 1St (97%)
Frequently asked questions about Steven Cunnane
Quick answers generated from the profile data available on this page.
What company does Steven Cunnane work for?
Steven Cunnane works for Krexin.
What is Steven Cunnane's role at Krexin?
Steven Cunnane is listed as Founding Engineer at Krexin.
What is Steven Cunnane's email address?
AeroLeads has found 1 work email signal at @liberty.co.za for Steven Cunnane at Krexin.
What is Steven Cunnane's phone number?
AeroLeads has found 1 phone signal(s) with area code 711 for Steven Cunnane at Krexin.
Where is Steven Cunnane based?
Steven Cunnane is based in City Of Cape Town, Western Cape, South Africa while working with Krexin.
What companies has Steven Cunnane worked for?
Steven Cunnane has worked for Krexin, Ocean Leonid Investments, Old Mutual South Africa, Liberty Group South Africa, and Morgan Stanley.
How can I contact Steven Cunnane?
You can use AeroLeads to view verified contact signals for Steven Cunnane at Krexin, including work email, phone, and LinkedIn data when available.
What schools did Steven Cunnane attend?
Steven Cunnane holds Phd, Mathematics from Imperial College.
What skills is Steven Cunnane known for?
Steven Cunnane is listed with skills including Equities, Quantitative Finance, Equity Derivatives, Derivatives, Investment Banking, C++, Quantitative Analytics, and Fixed Income.
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