Andrey ChirikhinCredit Quantitative Analytics at Barclays Investment BankSpeaker
Profile
Andrey is currently Head of Structured Credit Quantitative Analytics in Barclays Investment Bank, London.
His career in finance spans more than 25 years, 20 of which he has been a quant. He had various senior and leadership positions at Dresdner Kleinwort, HSBC and Goldman Sachs, in flow and structured credit, credit hybrids and equity. At RBS, Andrey lead XVA and counterparty methodology teams. After RBS Andrey spent 4.5 years as Head of Modelling and Quantitative Analytics at LetterOne, a $25b family office in London, after which he spent two years on private projects and financial consulting via PwC and Deloitte, before joining Barclays.
Agenda Sessions
The pricing of XVA and stochastic corporate liabilities
, 15:50View Session