Anas Bakkali

Vice President, XVA Quantitative Analytics at NatWest

Speaker

Anas is currently an XVA Quantitative Analyst Vice President at Natwest Markets in London. Besides his routine job of supporting the XVA Trading Desk,

His research has been focusing on improving the XVA models, more specifically in the area of Forward MtM pricers and Longstaff-Shwartz regression pricers.

He has two Masters degrees in Quantitative Finance from French universities. The first one is M2MO at the university of Paris Diderot (Paris 7), and the second one is from the IMT Atlantique (School of engineering).