Lehumo Mashishi

Lehumo Mashishi

Machine Learning Engineer
South Africa
Full-time Hybrid

About Me

Data and analytics professional with 6+ years of experience across data science, machine learning, data engineering and business intelligence, with current responsibility for leading critical performance-reporting and an…

Experience

Machine Learning Engineer & Performance Reporting Lead - Data Science & Analytics

Differential Capital · Johannesburg
Feb 2023 - Present · 3 years 8 months

<p>Architected, built and own the firm's end-to-end production performance reporting platform, integrating portfolio data validation, return calculations, analytics, attribution, workflow automation and client-ready reporting.</p><p> Provide technical and analytical leadership across performance reporting, translating requirements from investment, risk, operations and leadership teams into scalable data products and production analytical systems.</p><p> Designed a centralised PostgreSQL data platform consolidating daily portfolio returns, holdings, weights and historical investment data across more than one million records, with validation controls to improve reliability, consistency and traceability.</p><p> Built and maintain production ETL, data-ingestion and web-data pipelines supporting reporting, alternative-data research, nowcasting, investment analytics and quantitative signal generation.</p><p> Designed executive performance and risk analytics covering alpha, Sharpe ratios, exposures, drawdowns and other investment measures for the CEO, CIO, portfolio managers and risk teams.</p><p> Built Brinson-based portfolio attribution, security-level attribution and a daily hedge-fund P&L calculation engine, connecting raw portfolio data to performance diagnostics and executive-level interpretation.</p><p> Develop and support applications using Python, SQL, PostgreSQL, FastAPI, React and R Shiny; manage AWS infrastructure across EC2, Lambda, S3 and Elastic Beanstalk, with GitHub Actions, Git and CI/CD for deployment automation.</p>

Machine Learning Engineer

Dark Pools · Remote
Jun 2022 - Jan 2023 · 7 months

<p>Developed forecasting and machine-learning solutions across business use cases, from problem discovery and data preparation through modelling, evaluation, dashboarding and stakeholder communication.</p><p> Led business-discovery activities and translated operational requirements into analytical solution designs and measurable deliverables.</p>

Data Scientist

OLSPS Analytics · Remote
Apr 2020 - May 2022 · 2 years

<p>Developed statistical and time-series forecasting models for complex business and economic problems, including tax-revenue forecasting using ARIMA and VAR models.</p><p> Designed data-processing pipelines and delivered analytics projects across multiple African markets, translating client requirements into analytical solutions and structured project deliverables.</p>

Data Analyst / MSc Researcher

CERN / ATLAS Experiment · Switzerland
Feb 2018 - Jun 2019 · 1 year 4 months

<p>Conducted large-scale data analysis, statistical modelling, simulation, uncertainty quantification and scientific visualisation within the ATLAS experiment at CERN's Large Hadron Collider.</p><p> Worked in an international scientific environment where data quality, reproducibility and statistical confidence were critical.</p>

PROJECTS

Develop Investment Performance & Reporting Platform

Differential Capital
Duration : 01-Jul-2026 - 01-Sep-2026

<p>Problem: Performance reporting depended on multiple data sources, calculations and operational steps, creating a need for a centralised, controlled and scalable reporting environment.</p><p>Solution: Designed and built an end-to-end platform using Python and FastAPI for the backend, React for the frontend, PostgreSQL for the data layer and AWS for deployment. The system combines ingestion, data-quality checks, performance calculations, attribution, hedge-fund analytics, workflow automation and client-ready outputs. I also integrated LLMs to generate first-draft investment commentary from structured performance and attribution results, with human review before use.</p><p>Impact: Established a central production capability supporting investment, risk, operations and leadership teams while improving the consistency, traceability and automation of reporting and analytics workflows.</p>

Certifications

SPSS Modeler

International business machines corpora · Johannesburg , Gauteng , South Africa · 2021

Skills

Python SQL PostgreSQL MySQL SAP HANA SQLAlchemy Pandas NumPy Time-series forecasting Classification Regression ARIMA VAR Statistical testing Optimisation Quantitative analytics Portfolio analytics ETL Data modelling Warehousing Validation Automated pipelines REST APIs FastAPI Flask React R Shiny Power BI Plotly Excel AWS EC2 AWS Lambda AWS S3 AWS Elastic Beanstalk CodePipeline Docker GitHub Actions CI/CD Git Bitbucket Jira Generative AI LLM integration BeautifulSoup Selenium Workflow automation
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