Welcome to Quantintell Partners

CALL US: +264 811 291 751

MAIL US : info@quantintellpartners.com

Our Team

Maria Nakale - Partner

Msc: Financial Management (UCT)
MBA (USB)
Cert: Project Management (USB)



Mesias Alfeus - Partner

PhD candidate: Quantitative Finance (UTS)
Msc: Finance (USB)
Bsc: Mathematics (UNAM)

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Mesias Alfeus is a partner at Quantintell Partners. He is a PhD candidate in the field of Quantitative Finance at the University of Technology, Sydney (UTS), Australia. He completed undergraduate studies in Mathematics at the University of Namibia (UNAM) and he is a Masters degree holder with Cum Laude from the University of Stellenbosch, South Africa and with a master thesis on pricing derivative financial instruments where the underlying follows jump processes.

He holds a long list of academic awards and he held student leadership positions. He worked as a Risk Analyst at Namibian Financial Institutions Supervisory Authority (NAMFISA) and also worked as a part-time Lecturer at UNAM. He is a member of the Sydney Financial Mathematics Workshop (SFMW) and the Q-group Australia. His current research interests focus on modelling of new phenomena in financial markets. In addition, he holds a casual academic position at UTS.

Silas Naobeb - Partner

Bsc: Mathematics and Statistics (UNAM)

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Silas Naobeb is a Partner at Quantintell Partners. He attained his Bachelor of Science degree (Mathematics and Statistics) from the University of Namibia in 2006. In his final year he was admitted to the Banking Group Program, a graduate accelerated training programme offered by Standard Bank Namibia. Thereafter, he started as a data clerk at Standard Bank before Joining Alexander Forbes Financial Services as an Actuarial Analyst in the same year. The primary role of new position entailed analysing the financial and legal aspects of pension funds in order to determine if Retirement Funds had sufficient assets to cover their liabilities. He was also involved in various research and data validation projects at the same firm.
After spending about four years in this role, he moved to NAMFISA, the non-banking financial institutions regulator of Namibia, taking up the position of Senior Financial Analyst responsible for Retirement funds. In this role he gained significant exposure to the workings of the non-banking financial industry, particularly the medical aid, insurance and investment management sectors. He was also involved in building the foundations of the risk-based supervision model for the Namibia’s Retirement Funds industry. About two and half years later he moved to the Research, Policy and Statistics Department to take up the role of a Policy Analyst for Retirement Funds and Medical Aid Scheme, where his primary duty was research and legislative drafting. As such, his main role at Quantintell Partners is data analysis/validation, research and model building .

Erik Schlögl - Associate

Phd: Economics (UB)

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Erik Schlögl is an Associate at Quantintell Partners. He holds the position of Professor at the University of Technology Sydney (UTS), Australia. Erik received his doctorate in Economics from the University of Bonn, Germany, for work on term structure models and the pricing of fixed income derivatives and has gained broad-based experience in quantitative finance. He has consulted for financial institutions and software developers in Europe, Australia and in the US, and also for energy providers and regulatory agencies. Furthermore, he has served as an expert witness in cases before the Federal Court of Australia.
His research interests cover a broad area of quantitative finance, in particular model calibration, interest rate term structure modelling, credit risk and the integration of multiple sources of risk, as well as the assessment of the risk inherent in the use of mathematical models in finance. His research articles have been published in a number of international journals, including the Journal of Banking and Finance, Finance & Stochastics, Quantitative Finance, Risk and the Journal of Economic Dynamics and Control. He is also the chairman of the organising committee of the Sydney Financial Mathematics Workshop (SFMW) and one of the co-organisers of the annual conference Quantitative Methods in Finance (QMF). In addition to UTS, he held positions at the University of New South Wales, Australia, and the University of Bonn, Germany. In recent years, he has made numerous research visits to the University of Cape Town, South Africa.

Martino Grasselli
- Associate

Phd: Applied Mathematics (Trieste)
Phd: Quantitative Finance (Paris 1 Sorbonne)

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Martino Grasselli is an Associate at Quantintell Partners. He is the Head of the Finance Group at the Pôle Universitaire Léonard de Vinci Research Center in Paris La Defense and he is Full Professor at the Mathematics department of University of Padua (Italy). After graduating in Mathematics (Padua, 1994) he received a Doctorate in Applied Mathematics in Trieste (1999) and a Ph.D in Quantitative Finance in Paris 1 Sorbonne (2001 ) as a fellow of CREST. He has been Assistant Professor at Verona Univ. (1999-2004) and Visiting Professor at Univ. Evry (France 2003), UTS (Sydney, regularly in 2010-2017), Dauphine (Paris, 2013).
His teaching experiences cover doctoral courses (Padua, Verona), Master & MBA (Cattolica Assicurazioni Private Banking Verona, ESILV Paris la Defense), Quants seminars (Bloomberg New York, NATIXIS Paris, Prometeia Bologna), Executive Education (Foundation CUOA Altavilla VI, AIPB, Intesa Private Banking Milan). He is a Co-founder of Quanta Finanza Srl, where he has held various positions as a technical consultant (CTU) in financial litigations (Courts of Milan, Padua, Treviso) and he is the Scientific Director of the Derivatives Project, involving the Mathematics Department of Univ. Padova and Confindustria Padova (confederation of small-mid-caps in Padova). To his credit has more than 30 research papers published in major peer review international journals and is often invited as a plenary speaker at international conferences. His research topics cover stochastic volatility, valuation of derivatives, model calibration, portfolio management, interest rates models and quantitative models for the management of demographic and mortality risks.

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