Benedict Burnett

Director, XVA Quant Lead at Barclays

Speaker

Benedict Burnett is the XVA modelling lead at Barclays. He has worked within the XVA space in London and New York for 15 years, and has published a number of articles in Risk magazine touching on Monte Carlo approaches and hedging costs. His current research interests include ways to estimate the impact of model assumptions in derivative pricing.

He holds a DPhil in Astrophysics from Oxford and a PhD in Philosophy from King's College London.