JSE / PORTFOLIO RISKValidation backtest · after costs
Fixed on 2008 to 2016, tested once on 2017 to 2026
JSE Portfolio Risk: Out-of-Sample Tests
Portfolio rules, VaR models and stress tests for JSE equities, checked on data they did not see
Actuarial science · Quantitative risk · Software
Making sense
of risk.
Making something
useful.
I’m Sbusiso Mdingi. I connect actuarial thinking, research and software to turn difficult questions into tools people can use.
Explore my work ↗
Actuarial science·Quantitative research·Software systems·Healthcare intelligence
01 / Background
Start with a question.
Follow it all the way.
A conversation with my mother about medical-aid costs became the beginning of Sequrin.
I wanted to take my skills beyond academic projects and work on a problem people experience. Following that question has stretched me across analytics, software and cloud computing, and taught me to bring other people into the work earlier.
The story behind the work ↗02 / Building now
From finding patterns
to following
the evidence.
Sequrin Technologies
Healthcare claims integrity and investigation technology for South African medical schemes. I’m building the analytical methods and the systems that help people investigate their signals.
Founder & Technical Lead · In development
Inside Sequrin ↗SEQURIN / CASE LIFECYCLESimplified from the platform
Signals prompt human review, never a claim decision
03 / Selected work
Two projects
in more detail.
STEGO-MESSENGER v0.3Measured · public-domain corpus
Invisible to the eye, visible to RS steganalysis
Secure Steganographic Messaging System
Encrypted image steganography with calibrated steganalysis