Bürgenstock 2007 in Montreux > Speakers
Allan Thomson
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1984 –1987: B.Com University of Stellenbosch 1987 – 1989: South African Navy (Naval Intelligence Officer) 1989 – 1990: B.Com (Hons) University of South Africa 1990 – 1992: Joined the Small Business Development Corporation as a business advisor 1992 – Joined Rand Merchant Bank on their trainee “Class of “ programme. Traded the Eurodollar book for Rand Merchant Bank 1993 – 1999: Moved to the equity derivative desk of Rand Merchant Bank. Started the first proprietary exotic option book in South Africa. Responsible for equity derivative proprietary trading, at Rand Merchant Bank, and RMB Securities. Specialised in equity index arbitrage. 1999: Approached by Barnard Jocobs Mellet to rekindle Mathison and Hollidge as a specialist. Proprietary trading operation as a wholly owned subsidiary of Barnard Jacobs Mellet. Instituted the first active market making system on Single Stock Futures Present: Director, Equity and Derivatives Trading, JSE Ltd Other interests: Runs a Martial Arts school in an attempt to preserve some sanity. Allan has been responsible for the development of the Single Stock Futures market in South Africa. This is currently (June 2007), the largest SSF market by volume, in the world. In addition to this Allan has designed and Implemented “Yield-X” the JSE’s interest rate market for cash and derivative products. Unique products to have been introduced by Allan include “Can-Do options” – the ability to list unique and exotic options on SAFEX, (the JSE’s derivative division), as well as Dividend Futures. This year Allan was instrumental in listing the SAVI index, a volatility index based on South African implied volatility. A major development in South Africa was the listing of the first Rand based currency Future on the Yield-X platform.
See also: 10:15 am Roundtable II
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