Moepa Malataliana studied BSc in Mathematics and Physics at National University of Lesotho which he completed in 2000. In 2001, he was awarded a scholarship by Canon Collins Educational Trust to study MSc in Financial Mathematics run jointly by University of Edinburgh and Heriot-Watt University. He has more than 13 years of experience as quantitative analysist in different areas in investment banking in South Africa. He started his career as a Front Office Quantitative Analyst building derivatives pricing models for five and half years. He then moved to model validation where he was responsible for validation of derivatives pricing and market risk models. He is currently a Quantitative Analyst in counterparty credit risk exposure modeling and a little bit of market risk analytics. He is involved in academia through supervision of dissertations and external examining.