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Sander Willems
Quantitative Analyst at RBC Capital Markets

Profile

Dr Sander Willems is a Quantitative Analyst in the Structured Rates Quant team at RBC Capital Markets in London. Prior to joining RBC, he was working in the Pricing Model Risk team at NatWest Markets in London. Sander holds a Ph.D. in Mathematical Finance from the Swiss Federal Institute of Technology in Lausanne (EPFL), where he was also affiliated with the Swiss Finance Institute. His academic research on derivative pricing has been published in leading peer-reviewed journals. Prior to his doctoral studies, he received a Master of Science in Mathematics from Ghent University and an Advanced Master in Quantitative Finance from Solvay Brussels School of Economics and Management (ULB).

Agenda Sessions

  • SABR Model for RFR

    14:00

Speakers at this event