AIFMRM Machine Learning for Quantitative Finance Masterclass

This two-day workshop will provide a detailed overview of machine learning techniques and their application to quantitative finance, covering a range of techniques including regression, k-means, kernel methods, neural networks, and mixture models.

Aside from theoretical underpinnings such as backpropagation (AAD) and expectation maximisation, participants will receive practical guidance and live presentations of the computational methods involved, including demonstrations of numerous methods for practical applications.

AIFMRM Machine Learning for Option Pricing Masterclass

This workshop gave a detailed overview of machine learning techniques applied to finance. The masterclass offered insights into the latest use of such techniques for modelling financial markets, focussing on pricing and calibration. In addition to the theoretical underpinnings, participants received practical guidance and live demonstrations of the computational methods involved.

AIFMRM 2019 Women in Finance

AIFMRM and UCT’s student society, InvestSoc held an event on Thursday, 1 August for female UCT students to discuss gender issues in the financial industry via a lively panel discussion and Q&A. Panellists included a current AIFMRM Master’s student, a recent AIFMRM graduate working at Standard Bank, and industry practitioners from JPMorgan Chase & Co, Absa, Old Mutual and Ngwedi Investment Managers.

AIFMRM 2019 Careers and Degrees in Financial Markets

AIFMRM and the UCT Careers Service held an event on Thursday, 18 July 2019 for 4th-year UCT students interested in finding out about career possibilities in financial markets and AIFMRM’s Master’s degrees.


  • Careers and Degrees in Mathematical Finance, Risk Management and Data Science
  • Panel Discussion and Q & A with graduates and current students
  • Networking and refreshments

UCT MOOC Launch – Johannesburg: Fintech in Emerging Markets

UCT’s African Institute of Financial Markets and Risk Management (AIFMRM) and the Centre for Innovation in Learning and Teaching (CILT) launched a new MOOC: Fintech in Emerging Markets. The Johannesburg event was held at UCT’s Graduate School of Business Campus.


  • Colin Iles (CEO, The Equinox and Managing Principal, Absa)
  • Programme:

  • 18h00 to 18h10 Welcome: Aatish Ramkaran (Nedbank and BECSA) and Oz Razak (Linum Labs)
  • 18h10 to 19h00 Panel discussion: Building a new financial infrastructure for South Africa.
  • 19h00 to 19h15 Q&A Panel
  • 19h15 to 19h20 to 20h15 UCT MOOC Launch – Fintech in Emerging Markets: Associate Professor Co-Pierre Georg (AIFMRM, University of Cape Town)
  • 19h20 to 19h30 Q&A on blockchain educational offerings (AIFMRM, Linum Labs and BECSA)
  • Drinks and snacks will be served after the event.
  • Panelists:

  • Paresh Daya (Blockchain Strategist, Standard Bank)
  • James Scott (Managing Director: CIB Digital, Absa)
  • Arif Ismail (Head of Fintech Unit, SARB)
  • Farzam Ehsani (CEO, VALR)