Bongani Mayaba

Machine Learning & Quantitative Finance Professional with experience designing, implementing, and deploying machine learning, deep learning (PyTorch, TensorFlow), and advanced statistical models for the financial services industry. I specialize in building scalable quantitative models that power risk management, credit risk (IFRS 9 ECL), derivatives pricing, asset allocation, and portfolio optimization. My expertise includes: Credit Risk Modeling: IFRS 9 expected credit loss (ECL), stress testing, and regulatory compliance frameworks. Trading & Investment Strategies: Algorithmic trading, market forecasting, and systematic strategies for equities, derivatives, and fixed income. Portfolio & Risk Analytics: Value-at-Risk (VaR), Expected Shortfall, counterparty exposure, and capital modeling for banks, insurers, and asset managers. Alternative Data & AI Applications: Natural Language Processing (NLP) for financial text, Computer Vision for satellite/ESG insights, and LangChain/LangGraph for AI-driven automation. I bridge the gap between cutting-edge AI research and practical financial applications, helping financial institutions unlock value through data-driven insights. Passionate about driving innovation in banking, insurance, and asset management, I am seeking opportunities to lead AI and quantitative finance initiatives that deliver measurable business impact in South Africa’s leading banks, insurers, and asset managers.