Cara Niebieszczanski

Cara Niebieszczanski is a highly skilled professional with a strong background in quantitative modelling, credit derivatives, and CVA.

She holds an MSc in Financial Engineering with distinction, specializing in financial mathematics and statistics, and has completed her BSc (Hons) and BSc degrees in Financial Engineering, all from the University of Pretoria.

Cara has a robust work history that includes roles such as XVA Quant, CVA Quant, and Quantitative Risk Analyst at Rand Merchant Bank. Prior to this, she served as a Market Risk Manager at ABSA Capital and as a Credit Risk Methodologies Quant at Standard Bank CIB.

Her expertise lies in areas such as quantitative finance, risk analysis, and financial modeling, making her a valuable asset in the financial industry.

Cara Niebieszczanski's educational achievements and extensive experience in various financial institutions have equipped her with the necessary skills to excel in roles involving complex financial instruments and risk management.