LJ Basson

I build quantitative risk, pricing, and data solutions for financial institutions. At Riskworx, I support counterparty credit risk transition analysis, develop automated risk analysis solutions, and contribute to credit risk pricing and integrated valuation engines.

My work has included validating Investec's Value-at-Risk model across asset classes, supporting Rand Merchant Bank's migration to Murex, and delivering an internal audit digitisation programme at Absa that provided real-time risk exposure insights.

I use Python, SQL, Power BI, SAS, Excel, and quantitative analytics to turn complex financial data into practical recommendations. Previously, I built Bidvest Advisory Services' data ecosystem and automated audit procedures on the ALICE platform.

I'm pursuing a PhD in Finance while applying risk management, derivative pricing, data science, and business analysis to real-world banking challenges.