Francois Botha

Quantitative Solutions Architect

Cape Town, Western Cape, South Africa
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Summary

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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.
code12 years of coding experience
job11 years of employment as a software developer
bookB. Comm (Actuarial Science), B. Comm (Actuarial Science) at Stellenbosch University/Universiteit Stellenbosch
languagesEnglish, Afrikaans
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Github Skills (47)

datetime10
c-language10
datetime-parsing10
scripting10
net-library10
finance10
date-parsing10
batchfile10
windows-forms10
script10
date-parser10
statistical-models10
sql10
excel10
database-design10

Programming languages (23)

C#PowerShellJavaC++RustCSWIGTeX

Github contributions (5)

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OpenDBDiff/OpenDBDiff

Mar 2016 - Aug 2020

A database comparison tool for Microsoft SQL Server 2005+ that reports schema differences and creates a synchronization script.
Role in this project:
userBack-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.
reportssql-serversqlservermysqlsynchronization
amaggiulli/QLNet

May 2014 - Feb 2021

QLNet C# Library
Role in this project:
userBack-end Developer
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
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