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Shiluva Nkuna

@shiluvankuna

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Data Scientist and Quantitative Analyst specializing in risk analytics and modelling.

South Africa

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What I'm looking for

I’m looking for a role where I can apply quantitative risk analytics and model validation, while building ML/GenAI-driven solutions. I want to work with strong data practices, clear supervision, and opportunities to scale AI into real business decisions.

I’m a Data Scientist and Quantitative Analyst with over 5 years of experience in advanced analytics, statistical modelling, and risk analytics within banking and regulatory contexts. I currently work as an Associate Quantitative Analyst, building analytical solutions, assessing risk measurement models, and enabling data-driven supervisory decisions.

I bring a strong foundation across the modelling lifecycle—feature engineering, predictive modelling, model validation, and ongoing model monitoring. I also develop dashboards and reporting to support clear risk communication, and I contribute to reviews by interpreting regulations and guidance related to banks.

I’m continuously expanding into AI and scalable analytics, including machine learning, Generative AI, Intelligent Analytics Automation, MLOps, and Large Language Models. I enjoy turning complex data into practical, fit-for-purpose solutions—using tools like SAS, R, SQL, Python, and Power BI to deliver reliable outcomes.

Experience

Work history, roles, and key accomplishments

Current

Associate Quantitative Analyst

Current

South African Reserve Bank

Develop analytical solutions and assess risk measurement models to support data-driven supervisory decision making within the banking and regulatory sectors.

Risk Analytics Risk Modeling Model Validation Supervisory Decision Support advanced analytics Dashboard Development

Modelling Data and Impl Scientist

Absa Bank

Jan 2023 - Jan 2024 (1 year)

Supported modelling data preparation and testing, including data quality assessment, documentation, and model implementation/control activities in a modelling environment.

Data Testing Data Quality Model Code Implementation

Quantitative Analyst

FNB Bank

Jan 2021 - Jan 2023 (2 years)

Retrieved and manipulated large customer and pricing datasets to build models, generate business insights, and automate reporting and analytical solutions.

SAS SQL Data Analysis Data Automation

Retail Business Banking Intern

Absa Bank

Jan 2020 - Present (6 years 6 months)

Contributed to governance by updating business glossaries and data dictionaries, and supported customer profitability mart documentation and research.

Data Governance Customer Profitability Management Support Customer Research

Education

Degrees, certifications, and relevant coursework

University of Pretoria

Master of Commerce, Advanced Data Analytics

2023 -

Master of Commerce in Advanced Data Analytics at the University of Pretoria, researching multilevel modelling and educational data analysis. The program is ongoing.