Francois Botha is a Quantitative Solutions Architect with 12 years of experience blending actuarial science and software engineering to solve complex financial problems. He programs polyglot stacks—chiefly C# and Python—with hands-on experience in C++, MS SQL, Linux/Bash and Murex Flex Streams, turning Excel-based ALM/LDI models into production-grade systems. His open-source contributions to QuantLib/QLNet and other tooling show practical expertise in fixed-income and CPI bond pricing, negative-rate support and term-structure fixes that underpin real-world valuation accuracy. Based in Cape Town, he has driven equity derivatives tooling, Markowitz analysis in R, and robust database/schema improvements, demonstrating both quantitative depth and pragmatic engineering. Colleagues know him as a jack-of-all-trades who reliably bridges quant models and maintainable production code, with a propensity for tightening edge-case calculations that others miss.
12 years of coding experience
11 years of employment as a software developer
B. Comm (Actuarial Science), B. Comm (Actuarial Science) at Stellenbosch University/Universiteit Stellenbosch
A database comparison tool for Microsoft SQL Server 2005+ that reports schema differences and creates a synchronization script.
Role in this project:
Back-end Developer & Database Engineer
Contributions:4 releases, 4 reviews, 161 commits in 4 years 6 months
Contributions summary:Francois primarily worked on the database schema and data structure of the project. Their contributions included adding EditorConfig files, which indicates an effort to improve code formatting and maintainability, crucial for projects with multiple contributors. They also added improvements to the database schema, indicating a focus on database design, with changes including the generation of SQL scripts and implementing filters to improve the functionality of the tool.
Contributions:5 reviews, 94 commits, 58 PRs in 6 years 10 months
Contributions summary:Francois primarily focused on modifying and implementing features within the QLNet C# Library. Their contributions included fixing calculations, enabling negative rates, implementing changes from an external QuantLib commit, and implementing parameters for CPIBonds. These changes involved modifications to C# code files related to term structures, cash flows, and instruments within the quantitative finance library.
c-librarysecquantlibc-sharpcsharp
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.