Wade M Gunning

Studied at the University of Stellenbosch (South Africa): Undergraduate triple major degree in Financial Management, Statistics and Investment Management. Honours degree at the University of Cape Town in Financial Analysis and Portfolio Management. Financial Engineering Master of Science degree in the department of mathematics and applied mathematics at the University of Pretoria. Passed CFA level I and registered level II candidate.

Published Honours and Masters research into two international journals, Cogent Economics & Finance and Financial Innovations. Proficient in investment performance metrics and analytics as both topics involved comprehensive novel approaches to active investing. Speaker at the 47th convention at the Actuarial Society of South Africa in 2020.

Currently employed as a contractor in the Actuarial, Quants and Data Science group at EY (Ernst & Young) South Africa. Roles include: credit risk modelling, model validation, quantitative modelling, PD, LGD and ECL modelling, CVA/DVA/FVA (XVA) analytics, expected shortfall (VaR changes), other market risk aspects. Regular speaker at EY internal knowledge share events and team presentations.

About the Speaker
  • Profession
    Independent Contractor
  • Company
    Ernst & Young
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