Raphael Keymer

Raphael Keymer has a diverse work experience in various roles and companies. Raphael started their career as an Audit Manager at KPMG South Africa, where they were responsible for derivative valuations of major South African banks. During this time, they also created Excel VBA tools for yield curve construction and derivative valuation.

Raphael then joined Goldman Sachs as an Analyst in Equity Option Research, where they worked for a year. After that, they joined Barclays as an Analyst in Foreign Exchange, where they assessed and tested exotic model risk for a large derivative portfolio. Raphael also integrated trade representation and C++ Excel add-in models for generating daily exotic spot ladders.

Raphael then moved to Markit, where they initially served as a Vice President and later got promoted to the Director of Foreign Exchange Pricing. Raphael managed a derivative price service for global investment banks and hedge funds, consolidating multiple data processing tools into a single tool, thus enhancing functionality and data quality.

Currently, Raphael works as the Chief Technology Officer at SKYLIGHT IPV LIMITED. Raphael co-formed the company and is responsible for developing technology infrastructure to meet the standards of Tier-1 banks. Raphael has architected a compliant AWS infrastructure from scratch, including Linux image configuration, patching, Jenkins, Git, and ticketing architecture. Raphael also works on scripting side and front office tools.

Raphael Keymer holds a Master's Degree in Financial Mathematics from Cass Business School, which they earned from 2011 to 2012. Prior to that, they completed a Bachelor of Business Science degree in Finance at the University of Cape Town. Raphael obtained this degree from 1997 to 2000. In addition to their academic qualifications, they are also a certified Chartered Accountant (SA), having obtained this certification from SAICA CA(SA) in March 2003.