Securities | Team
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Dr. Jaco Maritz
Quantitative Researcher/Transition Manager
Jaco completed his B.Sc Hons (cum laude) in theoretical physics in 1992 at the University of Stellenbosch. Thereafter he completed a M.Sc (Eng Sci) (cum laude) in electronic engineering science. His Masters’ dissertation focused on an application of superconductivity in microelectronics. Subsequently, he completed a Ph.D programme in experimental condensed matter physics. His thesis topic was on the magnetic field dynamics inside superconducting materials. A number of journal papers were published from his research project. In 1993 Jaco was awarded the Dean’s medal as the best student in the faculty of Science. During his post-graduate studies, he was awarded the prestigious FRD and Harry Crossley scholarships. Jaco moved to the financial markets in 1999, starting as a quantitative analyst at PSG Investment Bank. He has worked on risk management systems, stock index arbitrage models, and trading strategies using technical analysis. In 2001 he joined Gryphon Asset Management as a quantitative analyst responsible for developing financial models to assist in stock selection decisions. The backbone of these models was a comprehensive database of South African equities, which was developed in-house. Jaco joined Cadiz in July 2002 as a researcher in the quantitative research team, where he is responsible for conducting research into various aspects of quantitative fund management and risk management. At Cadiz he has completed several research projects for clients in the fund management industry. Recent projects include an optimal method to restructure a fund to new target portfolio, and research on domestic equity benchmarks for the pension fund industry. |
