Nico Katzke
Head Of Portfolio Solutions at Satrix Investments
Western Cape, South Africa
Summary
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Senior🎓
Top SchoolNico 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.
10 years of coding experience
2 years of employment as a software developer
MCom, Financial Econometrics, cum laude, MCom, Financial Econometrics, cum laude at University of TuebingenMaster's degree (Cum Laude), Econometrics and Financial Economics, Master's degree (Cum Laude), Econometrics and Financial Economics at Stellenbosch University/Universiteit Stellenbosch
Github Skills (81)
literate-programming10
dplyr10
r-package10
rmarkdown10
grammar10
r9
markdown9
shiny9
parser9
data-transformation9
knitr9
bookdown9
rstudio9
manipulation9
pandoc9
Programming languages (6)
Github contributions (5)
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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