Personal Information
Organization / Workplace
Johannesburg, Gauteng South Africa
Occupation
Model Validation and independent financial derivatives Consultant
Industry
Finance / Banking / Insurance
Website
About
Antonie is an independent derivatives pricing, valuation and model validation expert and financial engineer. His expertise includes all financial derivatives, market and credit risk, Basel II/III and IFRS 9 expected credit losses.
Antonie holds a Ph.D. in Theoretical/Mathematical Physics from the University of the Witwatersrand (South Africa) where Quantum Chaos Theory was his field of interest. With more than 22 years’ experience as a quantitative analyst and financial engineer in the South African and African financial and derivatives markets, he is a renowned expert in financial mathematics, modelling, software development and training.
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