ACQuFRR Members - Advisors

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Mr Petrus Bosman

Mr Petrus Bosman


Head: Derivatives and Fixed Income

Avior Capital Markets (Pty) Ltd

Areas of research interest:

  • All topics related to Financial Mathematics
Mr Mark Brits

Mr Mark Brits


General Manager Strategic Projects

Office of the Managing Director
Banking Association South Africa (BASA)

Areas of research interest:

  • Allocation of Basel capital requirements through risk based models
  • Regulatory arbitrage and competition amongst Financial Service providers
  • The impact of regulations on the provision of Financial Services
Ms Joanne Hobbs

Ms Joanne Hobbs


Head of Global Markets Quant Unit

Rand Merchant Bank

Areas of research interest:

  • Multi-curve interest rate modelling
  • Financial Engineering
  • Derivative valuations adjustments
Professor Coenraad Labuschagne

Professor Coenraad Labuschagne


Convenor - Quantitative Finance

Department of Finance and Investment Management
Faculty of Economic and Financial Sciences
University of Johannesburg

Areas of research interest:

  • Probability theory
  • Functional analysis
  • Foundations of Mathematics of Finance
  • Asset pricing
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