Ralph Rudd
Assistant Professor in Financial Engineering at Reykjavik University
Links
Biography
I obtained my doctorate in Quantitative Finance in 2018 and most recently served as a senior lecturer in the African Institute of Financial Markets and Risk Management at the University of Cape Town. Currently I am taking on interesting projects as a freelance quantitative consultant. I also train and teach Brazilian jiu jitsu at Team Renzo Gracie in Cape Town, where I was the Fundamentals instructor for 2 years, served as the Program Director for a year and am currently one of the coaches for the Advanced Class. Furthermore, I consider myself an amateur game development enthusiast.
Companies
- Assistant Professor in Financial Engineering Reykjavik University (2021)
- Quantitative Consultant - Machine Learning Freelance (2020 — 2020)
- Senior Lecturer University of Cape Town (2019 — 2019)
- Quantitative Consultant Liberty Group South Africa (2018 — 2019)
- Post-doctoral Fellow University of Cape Town (2018 — 2018)
- Lecturer University of Cape Town (2015 — 2018)
- Tutor - Numerical Methods in Finance University of Cape Town (2014 — 2017)
- Research Administrator University of Cape Town (2013 — 2015)
- Visual Effects Technical Director BlackGinger (2011 — 2012)
Education
- Doctor of Philosophy - PhD, Quantitative Finance University of Cape (2014 - 2018)
- Master of Philosophy (MPhil), Mathematical Finance University of Cape Town (2013 - 2014)
- BSc Honours University of Stellenbosch (2009 — 2009)
- Bachelor of Science (BSc) University of Stellenbosch (2006 — 2008)
- Online Short Course GetSmarter (2014 — 2014)
Videos
ACQuFRR Seminar - Personal Task Management Part 2: How to Keep Getting Things Done
UCT Talk - PhD Proposal: Benchmarked Trees
ACQuFRR Seminar - Personal Task Management Part 1: Getting Things Done 2049
Pop-up Lecture - Finite Difference Methods in 10 Minutes
MIF Seminar - Commodity Futures Spread Options
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