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.
Associate Professor David TaylorDirector of AIFMRM
David is the founding Director of AIFMRM. He previously held a position at the University of the Witwatersrand where he ran the Programme in Advanced Mathematics of Finance for 15 years. He specialises in the fields of financial modelling and derivative pricing.
Associate Professor Peter OuwehandAssociate Professor
Peter is a mathematician who lectures on both the Master of Financial Engineering and the MCom in Risk Management of Financial Markets. 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.
Dr Alex BackwellSenior Lecturer
Alex joined AIFMRM as a Senior Lecturer in January 2020. He began his PhD with AIFMRM when it was founded in 2014. Alex has since developed and pursued his research interests in stochastic interest-rate modelling, particularly in interest-rate volatility and modelling in post-crisis, multiple-curve settings. He lectures on both the Master of Financial Engineering and the MCom in Risk Management of Financial Markets. Visit Alex's website.
Mansa joined AIFMRM as a Lecturer in January 2020. After completing the MCom in Risk Management of Financial Markets in 2018, she briefly worked and gained experience in the financial services sector. Mansa lectures on the MCom and is currently pursuing her PhD.
Obeid lectures on both the Master of Financial Engineering and the MCom in Risk Management of Financial Markets. 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.
Justin van der MerweLecturer
Justin joined AIFMRM as a Lecturer in January 2023. He has experience working both in the asset management and insurance industries. His research interests include enlargement of filtration theory and its applications to Mathematical Finance. Justin lectures on the Master of Financial Engineering and is currently pursuing his PhD.
Lameez FakierSenior Administrative Officer
Lameez has been 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 manages the AIFMRM budget and financial reporting, as well as the research activities of the Institute.
Lizzy StarckAdministrative Officer
Lizzy joined AIFMRM 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.