Nico Katzke

Head Of Portfolio Solutions at University of Stellenbosch

Western Cape, South Africa
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Summary

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Senior
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Top School
Nico Katzke is Head of Portfolio Solutions at Satrix with a decade of experience building systematic, factor-based investment strategies and portfolio optimization tools. A PhD candidate in Quantitative Finance and part-time Financial Econometrics lecturer at Stellenbosch University, he blends academic rigor with hands-on implementation in R and LaTeX to translate time-series econometrics into production-ready investment systems. Previously he led quant research teams at Prescient and Fairtree and has delivered econometric consulting for institutions like the Central Bank of Nigeria, evidencing both applied research and policy-relevant analysis. He holds a cum laude master’s in Econometrics and Financial Economics and is known for pragmatic coding of advanced statistical routines and a willingness to adopt new languages and techniques.
code11 years of coding experience
job2 years of employment as a software developer
bookMCom, Financial Econometrics, cum laude, MCom, Financial Econometrics, cum laude at University of Tuebingen
bookMaster's degree (Cum Laude), Econometrics and Financial Economics, Master's degree (Cum Laude), Econometrics and Financial Economics at Stellenbosch University/Universiteit Stellenbosch
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Github Skills (58)

r-package10
r10
data-manipulation10
shiny10
grammar10
dplyr10
pandoc10
literate-programming10
rmarkdown10
markdown9
bloomberg9
rstudio9
web-development8
rcpp8
reactive8

Programming languages (6)

TypeScriptCSSRC++SCSSHTML

Github contributions (5)

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Nicktz/tbl2xts

May 2017 - Jan 2021

Contributions:47 commits, 1 PR, 44 pushes in 3 years 8 months
Nicktz/rmsfuns

Aug 2016 - May 2020

Contributions:30 pushes, 1 branch, 9 comments in 3 years 9 months
miscellaneouswrapper-functions
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