about us

Our Consultants

Dr Antonie Kotzé

Antonie holds a Ph.D. in Theoretical/Mathematical Physics from the University of the Witwatersrand where Quantum Chaos Theory was his field of interest. With more than 17 years' experience as a quantitative analyst in the South African and African financial and derivatives markets, he is a renowned expert in financial mathematics, modelling and training. Antonie is a former Rand Afrikaans University faculty member who has facilitated many successful training workshops throughout Africa.

The span of Antonie's derivative experience includes capital, interest rate, foreign exchange, agricultural and equity markets. He has hands-on knowledge of trading derivatives, statistical analysis, Monte Carlo simulations, stress testing and scenario analysis, option trading and risk management systems, basket and relative arbitrage, futures curves, equity linked and interest rate derivative structures and foreign exchange futures - the gains of working in a front office quantitative position.

Antonie's career history includes close work with institutional clients and hedge funds to devise investment, hedging and gearing strategies utilising complex optionality. He has developed highly sophisticated mathematical models and computer systems used by traders, risk managers, fund managers and corporate financiers. As a derivative expert he assists companies and audit firms in the structuring, modelling and valuation of complex mergers, acquisitions, take-overs, lending agreements between companies, BEE structures and employee share incentive schemes.

Antonie held positions as a quant at Standard Bank, RMB, Mercury Structured Products and Absa Corporate and Merchant Bank (now Absa Capital) before he incorporated Financial Chaos Theory in 2003.