Miguel Lacerda
Adjunct Senior Lecturer at University of Cape Town
Schools
- University of Cape Town
Links
Biography
University of Cape Town
Dr Miguel Lacerda is the Chief Data Scientist and a member of the Executive at Differential Capital, a boutique asset management firm that uses machine learning and artificial intelligence to enhance the traditional investment process. He leads the data science activities at the firm, which include macroeconomic modelling, testing machine learning approaches for forecasting and algorithmic trading, quantitative risk management and the development of portfolio optimisation algorithms. Prior to this, he was the Group Head of Advanced Analytics at Momentum Metropolitan Holdings, a large financial services group. He is also an Adjunct Senior Lecturer at the University of Cape Town, where he supervises postgraduate students in Statistics and Data Science. Dr Lacerda holds a PhD in Mathematics from the National University of Ireland, Galway, and worked as an academic for 8 years at the University of Cape Town before moving into the private sector. In that time, he published 16 papers in peer-reviewed journals and supervised many postgraduate projects. He also led the development of the first interdisciplinary Masters degree in Data Science at the University of Cape Town.
Education
- Master of Science (MSc) University of Cape Town (2006 — 2008)
- University of Michigan (2007 — 2007)
- Bachelor of Business Science (BBusSc) University of Cape Town (2002 — 2005)
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