FINCAD recently participated in the 2-day Risk & Return Conference in Capetown. Jan Rosenszweig, Quant Lead at FINCAD, presented on “Managing and Controlling Model Risk” to a full breakout room attended by representatives of the South African asset management and banking community.
Dozens of existing FINCAD customers attended as Day One began with a focus on South Africa in a keynote address given by the Deputy Governor of the South African Reserve Bank and closed with a Chief Investment Officer roundtable which discussed key trends and developments in the asset management industry. Additional topics included Smart Beta, OTC Derivatives Clearing Reforms, Tactical Asset Allocation, Risk Parity Investing, and Credit Portfolio Management.
Day Two continued with more than 160 persons attending the day’s sessions, which began with the CRO of State Street speaking about the evolving role of the CRO and this session was directly followed by a discussion on alternative asset investments. The day closed with an address by the Chief Dealer in the Corporate Treasury of South African Airways in which he focused on how to build a sound risk management framework within treasury operations.
FINCAD is looking forward to participating in future events located in South Africa, which is proving to be an important client location for our growing F3 and FINCAD Analytics Suite user base.