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Ruan Yacumakis

Ruan Yacumakis

Lecturer & Supplemental instructor - Statistics

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location of Ruan YacumakisCity of Cape Town, Western Cape, South Africa

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  • Timeline

  • About me

    CFA, CIPM, Quantitative Analyst at Prescient

  • Education

    • North West University Potchefstroom Campus

      2014 - 2014
      Master’s Degree Business Mathematics and Informatics, Quantitative Risk Management Cum Laude

      Industry Directed Research Project: Develop a screening and reporting system for N-e-FG Fund Management (awarded best project in class).Industry Integration Project: Develop a derivatives stress model for grain trader Vrystaat Mielies.Course workPractical Data Mining: SAS Enterprise MinerRetail Credit Risk including Credit ScoringIndustry Integration ProjectEnterprise-Wide Risk Management Modern Portfolio TheoryPractical Data Mining: SAS Enterprise… Show more Industry Directed Research Project: Develop a screening and reporting system for N-e-FG Fund Management (awarded best project in class).Industry Integration Project: Develop a derivatives stress model for grain trader Vrystaat Mielies.Course workPractical Data Mining: SAS Enterprise MinerRetail Credit Risk including Credit ScoringIndustry Integration ProjectEnterprise-Wide Risk Management Modern Portfolio TheoryPractical Data Mining: SAS Enterprise MinerIndustry Directed Research Project Show less

    • North West University Potchefstroom Campus

      2013 - 2013
      Honours Bachelor of Science (Hons. B.Sc.) Business Mathematics and Informatics, Quantitative Risk Management Cum Laude

      Quantitative Risk Analysis I & IIFinancial Engineering I & IIInvestment Theory IFinancial Modelling IResearch Module: Financial Engineering and Quant Risk AnalysisBank Risk ManagementStatistical Data-Analysis I & II (Regression & Time Series)Multivariate Statistics

    • North West University Potchefstroom Campus

      2010 - 2012
      Bachelor of Science (B.Sc.) Business Mathematics and Informatics, Quantitative Risk Management Cum Laude

      Activities and Societies: Golden Key International Honour Society

    • Hoërskool Driehoek

      2003 - 2007
      Senoir Certificate

    • MITx Courses

      2022 - 2022
      Online Examined Certificate Introduction to Computational Thinking and Data Science using Python

  • Experience

    • North West University Potchefstroom Campus

      Jan 2012 - Jun 2014
      Lecturer & Supplemental instructor - Statistics

    • Vrystaat Mielies

      Feb 2014 - Jun 2014
      Student Consultant Risk Analyst

      Team project: Develop a stress testing framework for commodity price movements and the impact on derivative margin requirements in Excel VBA.

    • N-e-FG Fund Management

      Jul 2014 - Dec 2017

      Fundamental equity analysis (banks, miners, manufacturing), asset allocation analysis, risk management, macro-economic research, client communication. Project: Develop an Excel VBA share screening and reporting system based on client preferential financial metrics.

      • Senior Investment Analyst

        Jan 2015 - Dec 2017

      • Student Consultant Investment Analyst

        Jul 2014 - Dec 2014

    • GIG Co-operative Bank

      Jul 2015 - now
      Audit and Credit Committee Member

      - Analyse the financial systems and controls of the bank to identify risks and make recommendations to the Board. - Prepare reports and chair quarterly Audit Committee meetings.- Assess member loan applications as part of the Credit Committee.

    • PPS Investments

      Jan 2018 - Apr 2021
      Quantitative Analyst

      - Lead quantitative innovation in multi-management team (screening, clustering, appraisal, factor analysis, Morningstar reporting).- Challenge qualitative views from a quantitative perspective.- Owner of investment data warehouse (data cleansing, consolidation, integrity management).- Conduct manager research on smart-beta/systematic funds.Example projects:- Optimise inflation-linked strategic asset allocations and tactical bands.- Develop manager screening, clustering and scoring systems to enhance manager research process.- Develop methodology for optimal portfolio construction (incorporating peer & inflation relative risk metrics), and incorporate techniques into performance monitoring process.- Liaise with Head of Research and vendor to design and implement investment team’s research management system (Factset RMS).- Develop a data sourcing, cleaning and mapping process in Power BI to run all quantitative analyses off a single dataset Show less

    • Laurium Capital Pty Ltd

      Apr 2021 - Oct 2021
      Quantitative Analyst

      Drive value accretive innovation from a quantitative perspective in the diverse suite of portfolios managed by Laurium Capital.

    • Prescient

      Oct 2021 - now
      Quantitative Analyst

      Conduct quantitative research and trading in the Bond Team.

  • Licenses & Certifications