Financial Modelling Agency

19 First Avenue East, Parktown North, 2193, South Africa

Phone & Fax: +27-11-447-2901

E-mail: lydia at finmod dot co dot za

Dr Graeme West

Graeme tragically passed away on 10 September 2011 due to complications associated with an extended hospital procedure.

 

Graeme will be dearly missed.  A memorial page where donations can be made to the Multiple Sclerosis International Federation is here.

 

 

   

 

Financial Modelling Agency

In 1998 he left academia to work in the price risk department of Investec Bank. In December of that year he joined Gensec Bank to head up a new analytics development area within the risk management framework, principally responsible for the building of various pricing models, a stress calculator, and a VaR calculator. He left Gensec at the end of February 2003.

One can read about the illness and treatment he has had at this link (written before the first ever such treatment) or this link (written after a couple of hundred such treatments had been performed internationally) or "Miracle Cells" Carte Blanche. He was the first to have this treatment in South Africa, and in the first 300 internationally. The disease was  in full remission at his death. A typical MRI scan taken at the time of diagnosis is here pre and one after a year after the treatment is here post.

He formed Financial Modelling Agency in March 2003. A resume is here.

A company profile is here.

 

Lydia West

 

Lydia completed a B.Sc. Hons. in Mathematics at RAU in 2004.

 

In April 2005 she was employed by RiskWorX. Through RiskWorX she was contracted to Standard Bank (September 2005 - April 2006), Nedbank (during April, May and October 2006) and Rand Merchant Bank (June - September 2006 and November - January 2007).

 

In 2007 she was a part-time employee at Financial Modelling Agency and a full-time student in the Honours in Advanced Mathematics of Finance at Wits in 2007. From 2008 she is a full time employee at FMA and is studying for the MSc degree at the University of Stellenbosch. A resume is here.

 

 

 

Graeme and Lydia’s Picasa photo albums are here or you can view the albums one at a time:

· Wedding

· Honeymoon

· June & July 2009 holiday

· May & June 2010 holiday

· Matlab (Mattie) & Mini-Me

 

Dr Thomas McWalter

 

Tom received an M.Sc. in Advanced Mathematics of Finance in 2006 and a Ph.D. on statistical estimators in epidemiology in 2010, both from the University of the Witwatersrand (Wits).

 

In order to provide a replacement for some of the capacity lost due to Graeme's departure, FMA has engaged the services of Tom. He is currently a lecturer in Mathematical Finance at the University of the Witwatersrand.

 

A resume is here.

 

Graeme West obtained the PhD in mathematical analysis from UCT in 1993. After a year's post-doctoral studies in the USA, he joined the mathematics department at Wits in 1995.

 

From 1992 to 1997 he was coach of the South African school's team to the International Olympiad, and was active in research in pure mathematics (operator algebras and non-commutative integration).