Louis Rabbets

Louis hold a BBusSci (Actuarial Science) degree from the University of Cape Town and is a Fellow Member of the Institute of Financial Markets (since 1991). He has more than 25 years of experience in Financial Markets.

He worked in Asset Management, Banking and Corporate Treasuries, at the National Treasury of South Africa and with several State Departments and State-Owned Companies.

He started his career at Sanlam Investment Management where he was a Senior Quantitative Analyst. His research covered money markets, debt capital markets, equity markets, property and all types of derivative and hybrid instruments. This included quantitative modelling on Asset Allocation, Portfolio Hedging, Investment Valuation, Liability Matching and the pricing and application of derivatives structures and hybrid instruments.

From Sanlam he joined the Treasury Division of Standard Bank where he was Chief Dealer of Fixed Income. This function included directional trading, yield curve trading, statistical arbitrage, market-making in Government and Corporate Bonds and quantitative modelling.

From Standard Bank he joined the National Treasury in the Assets and Liabilities Division where he advised on oversight mechanisms for Treasury Operations at State Owned Companies. This included conducting Best-Practice Reviews of Treasury Structure, Governance, Policies, Processes, IT Systems, Risk Management, Internal Audit, Investment and Borrowing Strategies, Work Flow and Asset/Liability Matching.

For the past 10 years he has been doing independent advisory work for several clients. This included stints as consulting/stand-in Treasurer at the Land Bank, TCTA and Vodacom Group, technical advisor to the Independent Power Producers Office on Hedging Strategy and Contingent Financial Market Risks and FX and Financial Markets risk advisor for the Gautrain Management Agency.