Dr. Gerrit Grobler is currently an Associate Professor at the Department of Statistics in the School for Mathematical and Statistical Sciences at the North-West University (NWU). He completed his Ph.D. in Business Mathematics and Informatics at the NWU in 2017 with the title “Pricing interest rate derivatives in an illiquid market.” Gerrit obtained his M.Sc. degree in Financial Mathematics from the NWU in 2009, before working in the banking sector for two years. In 2011, he joined academia as a lecturer at the Department of Mathematics and Applied Mathematics at the NWU, before moving to the Department of Statistics in 2017. His research focuses on financial econometrics with applications in quantitative risk management with a specific interest in jump detection, goodness-of-fit testing, change point detection, and high-frequency econometric modelling.