Draft:Mesias Alfeus

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·        Prof Mesias Alfeus is an Associate Professor[1] of Financial Risk Management at Stellenbosch University and Lead PI of the NITheCS Quantitative Finance Research Programme. He directs SU’s GARP Academic Partnership, serves on the Board of the South African Institute of Financial Markets, and holds editorial roles at the International Journal of Theoretical and Applied Finance and the Journal of Futures Markets.

·        He also serves as a Specialist Consultant for FirstRand’s Market Risk Technical Committee (MRTC).

·        His research has two practical pillars

-         Helps South Africa shift from JIBAR to ZARONIA by building robust interest-rate curves and risk models that capture real-world features like rollover risk and policy-driven “jump” days—so banks can price, minimize their risk exposure.

-         Studies alternative investment assets, co-created the SAFW10 fine-wine index and testing its role in improving portfolio performance.

·        His work provides practitioner-oriented quantitative finance tools  with a strong emphasis on reproducibility and industry relevance.

  1. ^ "Discovery". researcherprofiles.sun.ac.za. Retrieved 2025-11-14.