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Victor

Risk and Treasury consultant
Victor is an Experienced Lead Consultant and Certified Basel II Professional with a demonstrated history of working in the
financial services industry. Skilled in Banking, Basel II/III & IFRS 9 Risk Modelling and Implementation, Real Option
Valuation, Tariff Modelling, Tax Revenue Modelling and other modelling.
Experience
Owner & Lead Consultant in a niche consulting and training company based in Johannesburg
2010 – Present
Consulting and niche training in the following areas:
1. Predictive Modelling
2. Tax Revenue Modelling & Forecasting
3. Basel II/III Credit Risk Modelling & Implementation (end-to-end)
4. Real Options Valuation
5. Quantitative Risk Analysis & Management of Projects
6. Solvency II Modelling
7. Basel II/III Operational & Market Risk Modelling
8. Tariff Modelling
9. Customer Lifetime Value Modelling
10. Other modelling
Education
Basel II Compliance Professionals Association (BCPA)
Certified Basel II Professional – 2009
New York Institute of Finance
Professional Certificate Credit Risk Modelling – 2009
University of South Africa/Universiteit van Suid-Afrika
PhD Research specialising in interest rates modelling: LIBOR Market Models – 2005 – 2007
University of Pretoria/Universiteit van Pretoria
MSc Mathematics of Finance – 2002
University of Zimbabwe
Special Hons Mathematics – 1995
University of Habana
MSc Maths & Education – 1988 – 1993

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