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.
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.
New Lecture Theatre Upper Campus, University of Cape Town, Rondebosch, Cape Town
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. Panelists 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.
New Lecture Theatre Upper Campus, University of Cape Town, Rondebosch, Cape Town
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.
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.
UCT's African Institute of Financial Markets and Risk Management (AIFMRM) and the Centre for Innovation in Learning and Teaching (CILT) launched a new UCT MOOC: Fintech in Emerging Markets. The Cape Town event commenced directly after the completion of the annual AIFMRM Careers in Financial Markets event for UCT students.
New Lecture Theatre Upper Campus, University of Cape Town, Rondebosch, Cape Town
AIFMRM and the UCT Careers Service held an event on Thursday, 26 July 2018 for 4th-year UCT students interested in finding out about career possibilities in financial markets and AIFMRM's Master's degrees.
AIFMRM held a policy forum for crypto enthusiasts and those interested in fintech, cryptocurrencies, and finance of the future.
Keynote speaker:
Professor Andrei Kirilenko - Director of the Centre for Global Finance and Technology at Imperial College London, former chief economist of the U.S. Commodity Futures Trading Commission (CFTC) and a world-leading fintech expert.
Panel discussion and Q&A:
Keynote speaker
Arif Ismail - Divisional Head: Oversight National Payment System Department (NPSD), South African Reserve Bank
Angela Itzikowitz - Executive: Banking and Finance, ENSafrica and Professor in Banking and Financial Markets Law, University of the Witwatersrand,
Dr Co-Pierre Georg - Senior Lecturer, AIFMRM and Director, UCT Financial Innovation Lab
AIFMRM held a policy forum on the timely and important question of what the role of the state is in the economy.
Keynote speaker:
Sizwe Mpofu-Walsh - Social activist, rapper, and PhD student at Oxford University. He presented a chapter from his newly released book Democracy and Delusion)
Panel discussion and Q&A:
Keynote speaker
Michael Sachs (Deputy Director General - Budget Office, National Treasury)
AIFMRM and the UCT Careers Service hosted an event for UCT students interested in career options in Quantitative Finance and Financial Risk Management. Industry practitioners attended the event to give students insights into careers paths in these areas.
Programme:
Careers in Financial Risk Management
Careers in Quantitative Finance
Master’s degree programmes - MPhil specialising in Mathematical Finance, MCom in Risk Management of Financial Markets and new MPhil in Data Science of Finance Technology
The African Institute of Financial Markets and Risk Management (AIFMRM) held an event for female students where business women shared insights into their exciting and varied careers in Finance. The purpose of the event was to encourage students to consider careers in finance and to address misconceptions regarding limited opportunities for women in this field.
AIFMRM held a summer school for PhD and Master’s students registered at South African universities, studying Economics, Finance, or closely related fields. The summer school ran from 16 to 22 December 2016 at the University of Cape Town.
Professor Golub (Harvard University) taught a two-day course on “Interconnectedness”, covering the basics of network analysis in economics.
Professor Katharina Pistor (Columbia University) taught a two-day course on “Law and Finance”, introducing students to the field.
Dr Co-Pierre Georg (University of Cape Town) gave a one-day short course on “Introduction to Empirical Banking in Emerging Markets”, introducing the most relevant literature and methods, as well as available data sources in South Africa.
A well-functioning financial system is key for emerging markets to unlock their growth potential. However, the financial systems of many emerging markets remain in their infancy. AIFMRM and Economic Research Southern Africa (ERSA) jointly hosted a conference from 8 to 10 December with Imperial Business School and the Review of Finance addressing challenges faced by financial intermediaries in emerging markets.
AIFMRM hosted a panel discussion with experts in education and finance on whether we should have free tertiary education and how this could be financed.
Panelists:
Michael Sachs (DDG: Budget Office, National Treasury)
Professor Nico Cloete (Centre for Higher Education Transformation and University of the Western Cape)
Professor Servaas van der Berg (University of Stellenbosch)
Dr Co-Pierre Georg (AIFMRM, University of Cape Town)
The African Institute for Financial Markets and Risk Management (AIFMRM) and the UCT Careers Service held their second annual Panel Discussion and Industry Q & A on Risk Management career options. UCT students interested in risk management as a career choice attended the event.
The proceedings started with a sequence of 10-minute presentations from three senior Risk Managers in South African financial services, followed by a brief information talk about AIFMRM’s MCom in Risk Management of Financial Markets offered through the Faculty of Commerce. After that, a 45-minute panel discussion allowed students to quiz the financial services professionals and AIFMRM academics about career paths. Afterwards, students interacted over drinks and snacks with Risk Management recruiters and practitioners from Barclays Africa, Rand Merchant Bank, FirstRand, Liberty, First National Bank, MMI, Thomson-Reuters, Sungard-FIS, Sanlam, Deloitte, Standard Bank, EY, Old Mutual and KPMG.
AIFMRM hosted the Financial Consumer Protection Organisation (FinCoNet) international seminar at UCT with local and global experts, which looked at regulatory changes in South Africa and the complexity in retail financial markets.
One of the world’s leading financial figures, Professor Franklin Allen, was joined by distinguished local speakers to debate the question “Does financial regulation thwart moral hazard?”
The forum was hosted by Rand Merchant Bank in Johannesburg on 1 September 2014 and included academics, corporate and regulatory participants. The talks produced some lively debate that continued during a discussion session that was chaired by Iraj Abedian – CEO of Pan-African Capital Holdings.
AIFMRM and the DEDT hosted a forum where leaders in industry and at regulatory bodies discussed how companies will be positioning themselves for growth in South Africa, Africa and other emerging markets while adjusting to new global and local regulations in a changing economic environment.
Guest speaker, Aaron Brown is the Chief Risk Manager at AQR Capital Management. Aaron was GARP’s Risk Manager of the year in 2002 and is a globally followed author.