Sivuyise Ngwane

Senior Financial Risk Manager and Quantitative Modelling Specialist - National Treasury South Africa

Sivuyise Ngwane is Director in the Middle office within the National Treasury of South Africa and responsible for quantitative analytics that play an instrumental role in the issuance and management of debt on behalf of the National Treasury. He has extensive experience in quantitative modelling and financial risk management within the fixed income asset class. This includes the designing of innovative financial market instruments, debt issuance strategies and the management thereof. Practical training in the areas of portfolio optimization, statical, mathematical and financial modelling.