Speaker: Mr. James Taylor

James Taylor is the head of Quantitative Analysis at Standard Bank, his focus is on derivative valuation and in particular the correct economic treatment of valuation adjustments and funding liquidity constraints.  He has worked as a quantitative analyst for the past 12 years for Standard Bank in Johannesburg and London with a brief interlude as a Financial Engineer at one of the other South African banks.  He is a CFA charterholder and has an MSc from the ETH Zurich and a physics degree from UCT.