16 - 19 November 2026
InterContinental O2London Benedict BurnettDirector, XVA Quant Lead at BarclaysSpeaker
Profile
Benedict Burnett is the XVA quant lead at Barclays, with over 15 years’ experience in XVA across London and New York. His work spans XVA, collateral modelling, derivatives pricing and model uncertainty, and he has published a number of articles in Risk magazine. He holds two doctorates, in Astrophysics and Philosophy.
Agenda Sessions
XVA as the asymptotic limit of a deep-hedging problem
, 17:30View Session