Joshua Knipe

Joshua Knipe

Scholar

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  • Timeline

  • About me

    Consultant at Deloitte UK | MPhil Mathematical Finance

  • Education

    • Bishops Diocesan College

      2011 - 2015
      Matric NSC Certificate, 8 distinctions

      Activities and Societies: Tennis, Hockey, Royal Schools Alto Saxophone, Economics Society, South African Maths Olympiad, Science Olympiad, Eskom Science Expo

    • University of Cape Town

      2016 - 2019
      Bachelor of Business Science in Actuarial Science and Mathematical Statistics 83

      Activities and Societies: Hockey, CryptoSoc, Investsoc, Tutor Ranked 1/130 in cohortBain and Company award, BCG award, Discovery awardHonours research topic: The effects of different liquidity constraints on back-test results in the context of the South African equities market

    • Pembroke School

      2013 - 2013
      Academic Exchange

      Activities and Societies: Pembroke soccer team, Pembroke table tennis team, drama society, international exchange program In July 2013, I went on a 3 month exchange to Pembroke School, a prestigious school in Adelaide, Australia. It was an eye opening experience and helped me to learn a lot about myself and the culture of Australia.

    • University of Cape Town

      2020 - 2021
      Master of Philosophy - MPhil Financial Mathematics 85

      Dissertation grade: 89.0Dissertation topic: Applying Gram-Charlier expansions to pricing of vanilla and exotic FX options.Subjects taken: Stochastic Calculus I & II, Numerical Methods I & II, South African Financial Markets, Risk Management of Financial Instruments, Mathematical Computing

  • Experience

    • Allan Gray Orbis Foundation

      Jan 2011 - Dec 2015
      Scholar

      After a lengthy selection process in which over 6000 students applied, I was selected as one of roughy 40 scholars to receive a full scholarship for high school. As a result I was able to attend Bishops Diocesan College from 2011 to 2015

    • University of Cape Town

      Jan 2017 - Oct 2018

      In charge of financial matters for Smuts Hall Residence and the link between UCT treasury and Smuts Hall. Part of my duties included managing the roughly R400 000 budget and processing timeous payments to suppliers.

      • Treasurer for Smuts Hall

        Oct 2017 - Oct 2018
      • Residence tutor

        Jan 2017 - Dec 2017
    • UCT Artificial Intelligence and Cryptocurrency Society

      Sept 2017 - Oct 2018
      Director Of Corporate Relations

      As a founding member of CryptoSoc my role was to coordinate campus events and communicate with corporate sponsors. As a new society, we managed to get over 400 students to sign up in our first year.

    • Bain & Company

      Jan 2018 - Apr 2018
      Member of the Building Entrepreneurial Leadership Programme

      The purpose of the Building Entrepreneurial Leaders programme is to identify, nurture and grow the future leaders of South Africa and Africa at large. BEL is a programme which provides participants interactive workshops to build their leadership and problem-solving skills, as well as invitations to Bain Academy presentations that give access to top South African business leaders.

    • University of Cape Town

      Jan 2019 - Jun 2019
      University Tutor

      Tutored a class of 25 students for the third year actuarial science course: Survival models (CT4)

    • Gen Re

      Jun 2019 - Jul 2019
      Research Intern

      Assisted the Research and Analytics team. Completed an individual project to automate identifying and correcting errors in the claims database. Also assisted with using sentiment analysis to predict reinsurance claims. Worked in R, VBA and SQLServer.

    • Deloitte

      Feb 2021 - now

      Independently developed a Python interest rate calibrator in order to validate a South African Tier 1 bank’s interest rate models. This was able to improve fit to market swaptions by a factor of 10 compared to the team's existing toolImplemented a pricing tool in Python that allowed for significantly faster pricing of American options.Reviewed and tested the economic scenario generator used by a major insurer, including their models for interest rates, inflation forecasts, credit risk, equity prices, property values, and also the correlations between all these variables. Show less

      • Consultant | Capital Markets Group

        Jul 2023 - now
      • Senior Analyst

        Mar 2023 - Jul 2023
      • Analyst

        Mar 2022 - Feb 2023
      • Junior Analyst

        Feb 2021 - Feb 2022
  • Licenses & Certifications

    • Life Insurance Principles (F102)

      Actuarial Society of South Africa (ASSA)
      Dec 2022
    • AWS Cloud Practitioner

      Amazon Web Services (AWS)
      Apr 2024
      View certificate certificate
    • Open Water Diver

      PADI
      Jun 2022
    • Finance and Investment Principles (F105)

      Actuarial Society of South Africa (ASSA)
      Jun 2022
  • Honors & Awards

    • Awarded to Joshua Knipe
      Best overall GPA for BBusSci Actuarial Science University of Cape Town Mar 2020 I graduated with the highest GPA in the class of 2019 and as one of only 2 students to graduate with distinction. The intake for our class was 250 students.
    • Awarded to Joshua Knipe
      2nd place overall in 3rd year Actuarial Science (BBusSci) University of Cape Town, Bain and Company Mar 2019 Awarded for achieving the 2nd best overall aggregate of all subjects for my third year of actuarial science at UCT with an aggregate of 84%
    • Awarded to Joshua Knipe
      Best overall performance in 2nd year Actuarial Science University of Cape Town, Discovery, BCG Apr 2018 Awarded for achieving the best overall aggregate of all subjects for my second year of actuarial science at UCT with an aggregate of 90%.
    • Awarded to Joshua Knipe
      Bankers Scholarship for top student in Commerce faculty University of Cape Town Jan 2018 Awarded on the results of the second year examinations to the top student in the commerce faculty. Over 1000 students were registered for these programmes
    • Awarded to Joshua Knipe
      Class Medal for Linear Models and Experimental Design (STA2005S) University of Cape Town Jan 2018 Awarded for scoring the top overall result for my second year statistics class (STA2005S) with an average of 86%. Approximately 200 students took part in this course.
    • Awarded to Joshua Knipe
      Top 3 in Commerce Faculty for 2nd year pure mathematics (MAM2000W) University of Cape Town Jan 2018 This entailed 4 modules:Advanced Calculus: 100%Linear Algebra: 86%Real Analysis: 100%Differential Equations: 92%
    • Awarded to Joshua Knipe
      Top of course for Financial Mathematics (BUS2016H) University of Cape Town Jan 2018 Awarded for scoring the joint top overall result for my second year financial maths course (BUS2016H) with an average of 86%. Approximately 140 students took part in this course
    • Awarded to Joshua Knipe
      Best overall performance in 1st year Actuarial Science University of Cape Town, Discovery Jan 2017 Awarded for achieving the best overall aggregate of all subjects for my first year of actuarial science at UCT with an aggregate of 88%. Approximately 250 students were enrolled for this programme
    • Awarded to Joshua Knipe
      Best overall performance in 1st year Economics University of Cape Town, Economics Research Southern Africa (ERSA) Jan 2017 Awarded for scoring the top overall average for first year economics at UCT with a mark of 88.5%. This entailed 2 courses, one in each semester. Approximately 1400 students took part in these courses
    • Awarded to Joshua Knipe
      Class Medal for Financial Risk (BUS1003H) University of Cape Town Jan 2017 Awarded for scoring the top overall result for my first year financial risk class for actuaries (BUS1003H) with an average of 92%. Approximately 250 actuarial students took part in this course
    • Awarded to Joshua Knipe
      Class Medal for Macroeconomics (ECO1011S) University of Cape Town Jan 2017 Awarded for scoring the top overall result for my first year macroeconomics class (ECO1011S) with an average of 89%. Approximately 1200 students took part in this course.
    • Awarded to Joshua Knipe
      UCT Mathematics Olympiad Gold Award University of Cape Town Apr 2015
    • Awarded to Joshua Knipe
      UCT Mathematics Olympiad Gold Award University of Cape Town Apr 2014