Vinay KotechaManaging Director, Market Risk Methodology Lead at BNP ParibasSpeaker
Profile
Vinay Kotecha is the Market Risk Methodology Lead at BNP Paribas in London. He has over 20 years’ experience in the quantitative analytics space working as a front office and risk quant. Since joining BNP Paribas in 2003 he has held several roles and led teams in market risk, counterparty risk and CVA model development and system implementation. Vinay holds a Master’s degree in Mathematical Physics from University of Oxford and a PhD in Theoretical Physics from Durham University.
Agenda Sessions
Libor, alternate reference rates and inflation. How jumps and diffusion depend on level: regimes known, new and hidden
, 17:20View Session