Zororo MAKUMBE

Mathematics Educator & Quantitative Finance Researcher

Perth, AU.

About

Highly accomplished Mathematics Educator and Quantitative Finance Researcher with a Ph.D. in Mathematics and Computing and an MSc in Data Science. Leverages advanced statistical modeling, deep learning, and programming expertise (Python, R, C++) to drive impactful research in stochastic volatility models and financial machine learning, alongside a proven 15+ year track record of excellence in university-level teaching and curriculum development.

Work

Edith Cowan University

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Research & Teaching Assistant

Perth, Western Australia, Australia

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Summary

Led research replication in financial machine learning and delivered applied mathematics instruction to university students.

Highlights

Sourced and integrated complex datasets and deep-learning Python code to replicate financial machine-learning literature, ensuring research reproducibility and validation.

Developed comprehensive documentation and interpreted deep-learning Python code for complex financial models, enhancing clarity and utility for research teams.

Conducted SPSS Labs for Biostatistics and delivered applied mathematics tutorials, effectively conveying complex mathematical concepts to diverse student groups.

Edith Cowan College

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Lecturer

Perth, Western Australia, Australia

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Summary

Taught foundational Calculus and Mathematics for Computing units to engineering and computing students.

Highlights

Instructed first-year Calculus to Engineering students, fostering strong foundational understanding in mathematical principles.

Delivered comprehensive Mathematics for Computing units, equipping students with essential analytical and problem-solving skills for technological applications.

Designed and implemented engaging lesson plans and assessment strategies, contributing to positive student learning outcomes.

Curtin College

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Lecturer/Unit Coordinator

Perth, Western Australia, Australia

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Summary

Coordinated and taught essential mathematics, linear algebra, and statistics, ensuring robust curriculum delivery and student assessment.

Highlights

Coordinated and taught Essential Mathematics, Linear Algebra, and Statistics, ensuring comprehensive curriculum delivery for diverse student cohorts.

Developed and assessed rigorous coursework, effectively evaluating student comprehension and analytical capabilities.

Implemented innovative teaching methodologies to enhance student engagement and mastery of complex mathematical and statistical concepts.

United Arab Emirates University

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Mathematics Instructor

Al Ain, Abu Dhabi, United Arab Emirates

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Summary

Instructed first and second-year mathematics across multiple units, contributing to curriculum development and student success.

Highlights

Taught first and second-year mathematical units to cohorts of 20-35 students, achieving high student engagement and academic performance.

Developed and delivered comprehensive teaching materials for Calculus (I, II, III), Linear Algebra, and Contemporary Mathematics.

Served on the timetabling committee, optimizing course schedules and resource allocation for improved departmental efficiency.

Co-developed and delivered a post-graduate bridging unit for computational master's degrees, enhancing foundational knowledge for advanced students.

Key academic in developing and delivering "Introduction to Probability and Data Analysis" and "Regression and Non-Parametric Inference" units, significantly expanding the curriculum.

United Arab Emirates University

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Unit Coordinator, Calculus for Business and Economics

Al Ain, Abu Dhabi, United Arab Emirates

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Summary

Led the blended unit transformation of Calculus for Business and Economics, achieving high student satisfaction and learning outcomes.

Highlights

Spearheaded the blended unit transformation of Calculus for Business and Economics, enhancing pedagogical approaches and student accessibility.

Achieved high student satisfaction reviews and strong attainment of learning outcomes, demonstrating effective curriculum design and delivery.

Managed teams of up to 4 lecturers, providing leadership, mentorship, and ensuring consistent instructional quality.

Harare Institute of Technology

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Mathematics Lecturer

Harare, Harare Province, Zimbabwe

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Summary

Taught a range of first and second-year mathematical and statistical units to engineering and technology students.

Highlights

Instructed first and second-year mathematical and statistical units to Engineering and Technology students, covering diverse topics.

Developed a comprehensive statistics student handbook, providing an essential resource for enhanced learning and understanding.

Actively participated in research and conference attendance, contributing to academic discourse and staying abreast of field advancements.

Zimbabwe Open University

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Teaching Assistant/Program Director

Harare, Harare Province, Zimbabwe

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Summary

Directed teaching programs and assisted in instruction at Zimbabwe Open University.

Highlights

Directed academic programs, ensuring effective curriculum delivery and student support for distance learners.

Assisted in teaching various units, providing instructional support and facilitating student comprehension.

Contributed to program development and administrative tasks, enhancing the overall educational experience.

University of Zimbabwe

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Graduate Teaching Assistant

Harare, Harare Province, Zimbabwe

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Summary

Provided teaching assistance at the University of Zimbabwe.

Highlights

Supported faculty in delivering undergraduate mathematics courses, assisting with tutorials and grading.

Facilitated student learning through one-on-one and group sessions, clarifying complex mathematical concepts.

Contributed to the academic environment by supporting various departmental needs.

Volunteer

Organising Committee Member, Stochastic and Computational Finance (SCF)

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United Arab Emirates University

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Served on the organizing committee for the Stochastic and Computational Finance conference.

Highlights

Contributed to the successful organization and execution of the Stochastic and Computational Finance conference.

Facilitated logistics and coordination, ensuring a smooth experience for participants and presenters.

Supported the academic community by enabling knowledge exchange in computational finance.

Organising Member, International Conference on Mathematical Sciences (ICM2016)

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United Arab Emirates University

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Served on the organizing committee for the International Conference on Mathematical Sciences (ICM2016).

Highlights

Played a key role in the organization of the International Conference on Mathematical Sciences (ICM2016).

Assisted with event planning and coordination, contributing to a high-quality academic gathering.

Enhanced the conference experience for attendees and presenters through effective logistical support.

Education

Edith Cowan University

Perth, Western Australia, Australia
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MSc Data Science Grade:

Universität de Barcelona

Barcelona, Catalonia, Spain
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Ph.D. Mathematics and Computing Grade:

University of Zimbabwe

Harare, Harare Province, Zimbabwe
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MSc Mathematics Grade:

University of Zimbabwe

Harare, Harare Province, Zimbabwe
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BSc (Hon) Mathematics Grade:

Courses

Dissertation: Application of symmetry methods to optimal control

Awards

International Masters Scholarship

Edith Cowan University

Awarded for academic excellence to support Master's studies in Data Science.

Teaching Assistant Tuition Waiver

University of Zimbabwe

Granted in recognition of teaching contributions and academic potential.

Publications

Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility models

Special issue of the Mathematics and Computers in Simulation journal (Under review)

Explores the decomposition of option pricing formulas for infinite activity jump-diffusion stochastic volatility models.

Approximate option pricing under a two-factor Heston-Kou stochastic volatility model

Computational Management Science, Vol 21

Develops an approximate option pricing model under a two-factor Heston-Kou stochastic volatility framework.

A Hybrid stochastic volatility model in a Lévy Market

International Review of Economics and Finance, Vol 85

Presents a hybrid stochastic volatility model applicable to Lévy markets.

Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset

Finance Research Letters, Vol 44

Proposes an approximate pricing formula for financial assets, accounting for leverage effect and stochastic volatility.

Random Forest Trading Model Based on the State of the VIX Futures Term-Structure

Preprint

Investigates a Random Forest trading model utilizing the VIX futures term-structure.

Mathematical Modelling for Bio-nutrient Removal in Sewage Treatment using Acti-zyme as Bio-catalyst

BioMath Communications, 2(1)

Applies mathematical modeling to optimize bio-nutrient removal in sewage treatment using Acti-zyme.

Certificates

Analysis, Design, Development, Implementation, and Evaluation (ADDIE) Webinar Series

Unspecified

Applied Data Science: Scientific Computing & Python

Unspecified

Blended Unit Transformation - Orientation

Unspecified

Blackboard Learn - Creating & Managing Assignments

Blackboard

PanOpto - Lecture Capture and Online Multimedia Management Platform

PanOpto

Blackboard Learn - Presenting Dynamic Content

Blackboard

Blackboard Training - Creating and Managing Online Tests Part 1

Blackboard

Blackboard Certified Training Level 1 (Part B)

Blackboard

Skills

Programming Languages

Python, R, MATLAB, C++, Visual Studio IDE.

Statistical Analysis & Modeling

SPSS, Biostatistics, Time Series Analysis, Multivariate Statistics, Regression, Non-Parametric Inference, Stochastic Volatility Models, Quantitative Finance, Option Pricing, Deep Learning, Machine Learning, Financial Machine Learning.

Data Management & Visualization

Data Manipulation, Data Cleaning, Data Visualization, Jupyter Notebooks.

Scientific Documentation

LaTeX.

Teaching & Curriculum Development

Blended Learning, Unit Development, Lesson Planning, Assessment Design, Student Engagement, Timetabling, Mentoring, Higher Education Instruction.

Research & Analytical Skills

Monte-Carlo Simulations, Object-Oriented Programming (C++11+), Problem Solving, Conceptualization, Scientific Publication, Literature Review, Data Sourcing, Financial Modeling, Computational Finance.

Leadership & Management

Unit Coordination, Team Leadership, Program Direction, Strategic Planning, Cross-functional Collaboration.

References

Prof. Josep Vives

PhD supervisor, josep.vives@ub.edu, +34636207846

Prof. Youssef Elkhatib

PhD supervisor, Mathematical Sciences Department, United Arab Emirates University, youssef_elkhatib@uaeu.ac.ae, +971592310987

Prof. Adarnac Ditadeu

Chairperson, Departament de Matemàtiques i Informàtica, Universitat de Barcelona

Dr Julia Collins

Lecturer, School of Science, Edith Cowan University, julia.collins@ecu.edu.au, 08 6304 5084