Johan P. du Plessis
Quant and actuary |Â
Creating Financial Solutions
About
Making finance work better by solving problems and challenging the status quo is what I aim for. I am a qualified actuary (Fellow of the Actuarial Society of South Africa) with a Masters in Financial Maths. Working in Old Mutual's Group Treasury & Balance Sheet Management department has given me experience both developing and communicating technical solutions that balance complexity and usability. On weekends you are likely to find me running on the trails around Table Mountain.
My Experience
Quant, Old Mutual
Oct 2016Â - Present
As part of the Capital and Investment Strategy team I was involved designing the framework for allocating capital across the Group, reporting on capital consumption, recommending dividends and more.
Junior Quant, Old Mutual
Oct 2013 - Sep 2016
I was part of the quants team working on projects that included the valuation of embedded investment guarantees and the impact of investment returns on product valuations.
Trainee Analyst, Steyn Capital Management
Feb 2011 - Jul 2011
I assisted the fund manager of a small value-oriented hedge fund in evaluating investment opportunities.
Education
Msc Stochastics and Financial Mathematics, University of Amsterdam
Sep 2011 - Sep 2013
I received a full scholarship for this degree which I obtained Cum Laude.
Graduate Diploma in Actuarial Science, University of Cape Town
Jan 2011 - Dec 2013
This allowed me to complete my final subjects to qualify as an actuary.
BBusSci Actuarial Science, University of Cape Town
Jan 2007 - Dec 2010
Obtained a bachelor's degree in actuarial science, with additional majors in computer science and mathematics.
Interests and Hobbies
Trail Running
I love to get out on the trails and can easily spend hours on the mountain. I have completed a number of races including a the 65km Ultra Trail Cape Town, the 42km Otter Trail, and the 42km Ultra Sierra Nevada in Spain.
Reading
I read anything that makes me think. This includes sci-fi, fantasy, popular science, and philosophy.