Position: Lecturer

Email address: [email protected]

Biography

Thabani is a mid-career Financial Engineering/ Quantitative Finance researcher. He joined NUST in 2022 as a part-time lecturer and later as a full-time lecturer in 2023. Thabani has published several journal articles and book chapters in extreme risk modelling, time series analysis, mathematics of finance, and portfolio optimisation. Thabani has presented some of his research at international conferences like the South African Statistical Association (SASA).

Academic Qualifications

MSc in Financial Engineering (NUST, ZW)

BSc in Operations Research and Statistics (NUST, ZW)

Courses Taught

Advanced Financial Econometrics and Data Analysis

Quantitative Risk Analysis and Management

Financial Time Series Analysis

Research Interests

Financial Risk Modelling

Portfolio optimisation

Extreme value Theory, Multivariate Statistics

Machine Learning in finance

Econometrics

Time Series Analysis

Research links

https://orcid.org/my-orcid?orcid=0000-0002-4386-8147
https://scholar.google.com/citations?user=uGFR-UgAAAAJ&hl=en
https://www.researchgate.net/profile/Thabani-Ndlovu