Curriculum Vitae
Dr Wilson Tsakane Mongwe
Associate Director · Deloitte Regulatory & Financial Risk
PhD in Artificial Intelligence · Google PhD Fellow
Published Author · Visiting Lecturer · Financial Risk Executive
Curriculum Vitae
Associate Director · Deloitte Regulatory & Financial Risk
PhD in Artificial Intelligence · Google PhD Fellow
Published Author · Visiting Lecturer · Financial Risk Executive
An accomplished risk and quantitative leader with over 12 years of progressive experience across the insurance and banking sectors, including the last three years in senior leadership positions. Previously served as Head of Market Risk and Capital Analytics at Absa Global Markets and currently a Signing Associate Director in Regulatory and Financial Risk at Deloitte. Leading a high-performing, multidisciplinary team of 15 direct reports and managing a significant revenue mandate within a Big Four environment, he regularly advises the C-suite on complex valuations and risk matters.
A passionate risk expert and recognised thought leader, he uniquely combines deep technical proficiency with a strong grasp of technology, corporate governance, and executive leadership. Concurrently pursuing the globally recognised Certified Enterprise Risk Actuary (CERA) designation, he is equipped to drive modern, forward-looking, and robust risk frameworks for organisations.
Uniquely for a senior industry practitioner, he is also a globally recognised scholar. He holds a PhD in Artificial Intelligence from the University of Johannesburg under the supervision of Professors Tshilidzi Marwala and Rendani Mbuvha and was awarded the prestigious Google PhD Fellowship by Google AI. He also holds a master’s in mathematical finance (with distinction) from the University of Cape Town, a BBusSci in Actuarial Science (with distinction in Statistics) from the University of Cape Town, and a BSc in Computing (cum laude) from the University of South Africa.
He is the author of two published AI books: Bayesian Machine Learning in Quantitative Finance (Palgrave Macmillan, 2025) and Hamiltonian Monte Carlo Methods in Machine Learning (Academic Press, 2023). He also serves as a Visiting Lecturer at the University of the Witwatersrand School of Statistics and Actuarial Science, where he supervises Master’s and PhD research at the intersection of artificial intelligence, risk management, and quantitative finance. He has published over 20 peer-reviewed international journal and conference papers over the last five years.
For his exceptional industry and academic impact, he has been recognised as a Top 200 Young South African (Mail & Guardian) and one of the 30 Young Mandelas of the Future (News24).
Leading a 15-person practice with a significant revenue mandate. Complex financial instrument valuations including xVA, share-based payments, hedge effectiveness testing. Strategic risk advisory across banking and insurance sectors. DEI lead for RFR.
Led derivative quantitative analysts, market risk analysts, and data specialists in delivering regulatory and capital metrics for derivative portfolios across African regional operations.
Front-office derivatives quantitative analyst supporting various trading desks. Key role in mentorship of junior analysts.
Market risk and asset-liability management of guarantees in life insurance contracts. Enhanced hedging models and volatility marking processes.
Front-office derivatives quantitative analyst focused on interest rate, credit, and inflation markets. Developed in-house pricing models using Monte Carlo, finite differences, and optimisation routines.
Implemented hedging models for embedded derivatives within life insurance products. Economic value management and capital allocation.
Valuations of financial derivatives including interest rate swaps and employee share options.
Supervision of postgraduate (honours, masters, PhD) students at the intersection of ML and quantitative finance.
Research focus on ML algorithm development and applications of machine learning.
BTech-level course on operations management techniques including simulation, mathematical programming, and forecasting.
Head tutor for STA2004F. Also tutored STA1006S and STA3045F.
Tutor for Models and Life Contingencies (3rd year) and Financial Economics (final year).
Beyond the CV — explore the research, philosophy, and impact.