Shasa Foster
Valuations & Hedge Accounting Specialist
Queensland, Australia
Summary
👤
Senior🎓
Top SchoolShasa Foster is a Valuations & Hedge Accounting specialist with nine years’ experience delivering derivatives pricing, model development and independent valuation reviews across banking, investment, energy and corporate clients in Australia, New Zealand, Singapore, Hong Kong and the Gulf. She has led valuation engagements as both a management expert and auditors’ expert, building pricing models from first principles in Python and supporting bulk valuation testing, xVA exposure simulation and PPA/PPA cap-floor pricing. A former PwC manager in Quantitative Risk, Valuations and Hedge Accounting, she combines rigorous financial mathematics with practical implementation experience in SQL, VBA and valuation platforms like Bloomberg and Refinitiv. Now operating as a self-employed specialist in Queensland, she is often the go-to technical resource for model validation, deliverable review and complex IT or coding fixes within multidisciplinary teams. Notably, her background in engineering science (First Class Honours) underpins a methodical, analytical approach to modelling and problem solving that bridges audit robustness with management-side pragmatism.
9 years of coding experience
3 years of employment as a software developer
Bachelor of Engineering (Honours), Engineering Science, First Class Honours, Bachelor of Engineering (Honours), Engineering Science, First Class Honours at The University of AucklandTechnical University of Denmark
Github Skills (17)
stochastic9
markov-decision-processes9
julia9
optimization8
stochastic-processes8
dynamic-programming7
html-document6
thread5
exchange5
scraper5
datetime5
trading4
calendars4
python3
pandas3
Programming languages (2)
Github contributions (5)
frmcalcs/bitcointalk-ANN
Nov 2017 - Oct 2018
Contributions:17 commits, 11 pushes, 1 branch in 11 months
scrapesthreadhtml-documentscrapersingle-html
shasafoster/frm
Oct 2023 - Mar 2025
Contributions:58 releases, 238 pushes, 66 tags in 1 year 5 months
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