The AIFMRM team consists of academic and professional experts, who have a wealth of experience in mathematical, quantitative and computational finance, risk management, financial economics and banking.
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Associate Professor David Taylor
Director of AIFMRMProf David Taylor is the founding Director of AIFMRM. He previously held a position at the University of the Witwatersrand where he ran the successful Programme in Advanced Mathematics of Finance for 15 years. Prof Taylor is also the Director of the African Collaboration for Quantitative Finance and Risk Research (ACQuFRR), AIFMRM’s research unit. In his spare time he is the Convenor of the MPhil in Mathematical Finance. He specialises in the fields of financial modelling and derivative pricing.
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Associate Professor Peter Ouwehand
Associate ProfessorProf Peter Ouwehand is a mathematician who lectures on both the MPhil in Mathematical Finance and the MCom in Risk Management of Financial Markets. He is an advisory member of the African Collaboration for Quantitative Finance and Risk Research (ACQuFRR). His research interests focus on applications of stochastic analysis to finance, including the pricing and hedging of financial derivatives, as well as model uncertainty and model risk management.
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Obeid Mahomed
LecturerObeid Mahomed lectures on both the MPhil in Mathematical Finance and the MCom in Risk Management of Financial Markets. He is an advisory member of the African Collaboration for Quantitative Finance and Risk Research (ACQuFRR). Previously, he was employed in the financial sector with extensive exposure to banking, asset management, insurance and stock-broking. Obeid's role evolved from Quantitative Analyst to Head of Quantitative Research within the investment and stock-broking industries, and then to Senior Risk Manager at one of South Africa’s largest banks. His research interests are in the fields of financial mathematics, risk management, financial economics and empirical finance.
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Dr Abhik Mukherjee
Senior LecturerDr Abhik Mukherjee joined AIFMRM as a Senior Lecturer in March 2017. Abhik lectures on the MCom in Risk Management of Financial Markets and is an advisory member of the African Collaboration for Quantitative Finance and Risk Research (ACQuFRR). His research interests include banking, macroeconomics, financial economics, monetary policy and corporate finance.
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Lizzy Starck
Administrative OfficerLizzy Starck joined AIFMRM as an Administrative Officer in April 2016. She has over 20 years administrative experience specialising in office management and procurement. Lizzy has had various roles at UCT involving finance, external relationship management and undergraduate and postgraduate student administration.
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Lameez Fakier
Administrative OfficerLameez Fakier has been an Administrative Officer with the Institute since its launch in January 2014. She has experience in institutional and financial administration and comes from a sales, marketing and client liaison background. Lameez is also the administrator for the African Collaboration for Quantitative Finance and Risk Research (ACQuFRR).