Financial Risk Executive • Published Author • Visiting Lecturer

Quantifying risk,
advancing intelligence

Currently an Associate Director at Deloitte leading the complex financial instrument valuations proposition. I combine 12+ years of senior leadership in Tier 1 banks and insurers with cutting-edge research in artificial intelligence to transform how institutions measure, model, and manage risk.

PhD in Artificial Intelligence Google PhD Fellow (1 of 16 globally) Associate Director, Deloitte Ex Head of Market Risk & Capital Analytics, Absa Global Markets 2 Published Books Visiting Lecturer, Wits
Work With Me View Research →
Dr Wilson Tsakane Mongwe with his book Bayesian Machine Learning in Quantitative Finance
12+
Years in Financial Markets
20+
Peer-Reviewed Publications
2
Books Published
Significant
P&L Responsibility
15+
Direct Reports

Areas of Expertise

Where risk meets research

A practitioner-academic who bridges the gap between financial industry leadership and published research.

01

Financial Risk Management

Market risk, credit risk, model risk, and operational resilience. Former Head of Market Risk and Capital Analytics at Absa Global Markets.

02

Complex Instrument Valuation

xVA, derivatives pricing, share-based payments, IFRS 9/13, and hedge effectiveness. Leading a Deloitte practice with significant P&L responsibility.

03

Bayesian Machine Learning

Author of two books on probabilistic inference. PhD research on Hamiltonian Monte Carlo methods with applications in financial risk modelling.

04

Quantitative Modelling

Front-office quant experience at Standard Bank, Old Mutual, and Absa. Equity, FX, and rates derivatives on Murex and Front Arena platforms.

05

Regulatory & Capital Analytics

FRTB, SA-CCR, capital optimisation, and regulatory compliance advisory across banking and insurance sectors in Southern Africa.

06

Academic Leadership

Visiting Lecturer at Wits. Co-supervisor of 5+ postgraduate students. Published in IEEE Access, PLoS ONE, Energy and AI, and NeurIPS workshops.

Selected Publications

Research that shapes practice

Two books and 20+ peer-reviewed articles spanning computational finance, risk modelling, and Bayesian inference.

2025

Bayesian Machine Learning in Quantitative Finance

Mongwe, W.T., Mbuvha, R., Marwala, T. · Palgrave Macmillan (Springer)

Book
2023

Hamiltonian Monte Carlo Methods in Machine Learning

Marwala, T., Mongwe, W.T., Mbuvha, R. · Academic Press (Elsevier)

Book
2024

Leveraging Shapley values for interpretable credit scorecards

Hlongwane, R., Ramaboa, K., Mongwe, W.T. · PLoS ONE 19(8)

Credit Risk
2023

A Signature Transform of Limit Order Book Data for Stock Price Prediction

Sidogi, T., Mongwe, W.T. et al. · IEEE Access, vol. 11

Market Risk
2021

Bayesian inference of local government audit outcomes

Mongwe, W.T., Mbuvha, R., Marwala, T. · PLoS ONE 16(12)

Governance
View All Publications →

Philosophy

On leadership, risk & purpose

Enthusiasm creates the right environment for taking on seemingly impossible tasks.

Dr Wilson Mongwe

Let's not make our potential a victim of our attitude.

Dr Wilson Mongwe

If we want a different outcome, let's try a different approach.

Dr Wilson Mongwe

Mentorship is one of the most powerful tools we have for shaping the future.

Dr Wilson Mongwe

Explore Leadership →

Engage

Available for speaking, advisory & collaboration

Keynotes, board advisory, risk consulting, academic supervision, and executive mentorship.

Speaking Get In Touch