Professor Peter RitchkenHonorary Professor
Prof Peter Ritchken is the Kenneth Walter Haber Professor of Finance in the Weatherhead School of Management at Case Western Reserve University in Cleveland. He has written several textbooks on derivatives, is on the editorial board of a number of journals and has published extensively in the derivatives area. Peter consults with large investment banks and brokerage firms, and has conducted executive education programs in the US, Europe, Asia and Australia. His current research interests are in pricing interest rate claims, implementing stochastic volatility option models, solving real option problems, and banking regulation issues. Visit Peter's website.
Professor Erik SchlöglHonorary Professor
Prof Erik Schlögl is the Director of the Quantitative Finance Research Centre (QFRC) at the University of Technology Sydney, Australia. He has consulted for financial institutions and software developers in Europe, Australia and in the US, and also for energy providers and regulatory agencies. Prof Schlögl has been retained as an expert witness in numerous court cases, predominantly before the Federal Court of Australia. The most influential of these was the first case in the wake of the Global Financial Crisis of 2008 against a rating agency to go to trial (worldwide). His current research interests cover a broad area of quantitative finance, in particular model calibration, interest rate term structure modelling (including issues related to the transition to new interest rate benchmarks), as well as the assessment of the risk inherent in the use of mathematical models in finance.
Associate Professor Jörg KienitzAdjunct Associate Professor
Prof Jörg Kienitz is an applied mathematician who supervises thesis projects either for the MSc or PhD degree. He is a visiting member of the African Collaboration for Quantitative Finance and Risk Research (ACQuFRR). His research interests include numerical methods in finance, machine learning applied to financial problems and derivative instruments. Jörg also lectures at the University of Wuppertal on these topics where he also received his venia legendi in 2015. Furthermore, he held several senior positions in the financial industry, including Head of Analytics at Deutsche Postbank/Deutsche Bank, Co-head of Quant at Deloitte Germany. His latest affiliation is being a partner at Quaternion Risk Management. Visit Jörg's website.
Professor Andrea MacrinaAdjunct Professor
Prof Andrea Macrina holds a PhD in Mathematics from King's College at the University of London, and an MSc in Physics from the University of Bern, Switzerland. Andrea is a Reader in Mathematics and the Director of the Financial Mathematics MSc programme in the Department of Mathematics, University College London. Before joining UCT as an adjunct member of staff, Andrea held an adjunct affiliation with the University of Witwatersrand’s School of Computer Science & Applied Mathematics. He is the co-founder of the annual Financial Mathematics Team Challenge (FMTC) that was launched at AIFMRM in 2014. Andrea’s research interests range from Applied Probability, Stochastic Process Theory and Modelling to Financial and Insurance Mathematics. Visit Andrea's website.
Associate Professor Thomas McWalterAdjunct Associate Professor
Prof Tom McWalter is an applied mathematician who lectures computational finance on the MPhil in Mathematical Finance. He is an executive member of the African Collaboration for Quantitative Finance and Risk Research (ACQuFRR). His research interests include numerical methods in finance, modeling of derivative instruments and stochastic optimal control.
Associate Professor Tanja TippettAdjunct Associate Professor
Prof Tanja Tippett is an applied mathematician who lectures on the MCom in Risk Management of Financial Markets. Tanja has extensive industry experience in asset management and insurance, specialising in asset-liability matching, risk management, credit risk management and fixed income strategies.