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Alun Frost has a long and varied work experience. Alun began their career in 1993 as a Divisional Accountant for De Beers Group. In 1994, they were an Executive Director for NSA Investments Ltd. Alun then moved on to be an Executive Director for Cycad Financial Holdings Ltd in 1998. In 2002, they became the Chief Investment Officer for the National Empowerment Fund. In 2004, they were an Executive Director for Glenhove Fund Managers. In 2011, they were the Chief Financial Officer for Jonah Capital. In 2014, they were a Non Executive Director for Hollard Insurance Ghana Limited. Finally, in 2015 they became a Director for Griffin Advisors (Pty) Ltd, where they serve as an adviser to the Jonah Capital Group.

Alun Frost completed an Advanced Tax Certificate from the University of South Africa/Universiteit van Suid-Afrika between 1990 and 1992, with a focus on Taxation. Alun also earned a BCom and Graduate Diploma in Accounting from the University of Cape Town between 1985 and 1988, with a focus on Accounting and Finance.