Sheldon Maze is a seasoned professional in financial engineering and modelling, currently serving as a Director at Deloitte since April 2015, leading the Market Risk Quants team and focusing on derivative pricing, model risk management, and model validation managed services. Prior roles at Deloitte include Senior Manager and Manager, where Sheldon specialized in quantitative consulting and integrated planning. Previous experience includes a quantitative analyst position at Nedbank and an asset liability management internship at Old Mutual South Africa. Sheldon holds a Master of Philosophy in Mathematical Finance and a BBusSci (Honours) in Actuarial Science from the University of Cape Town, where also contributed as a tutor in financial economics and Java programming.
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