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QuantMinds International
18 - 21 November 2024
InterContinental O2London
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Vinay Kotecha
Head of Rates & FX, Risk Analytics & Modelling, Group Risk Management at BNP Paribas
Speaker

Profile

Vinay Kotecha leads the interest rate and FX market and counterparty risk model development at BNP Paribas. He is in charge of both the methodology and system implementation. Prior to joining BNP Paribas in 2003, he was a Quantitative Analyst at Enron and a Financial Engineer at Misys Banking Systems. Vinay holds a PhD in Theoretical Physics.

Agenda Sessions

  • Libor, alternate reference rates and inflation. How jumps and diffusion depend on level: regimes known, new and hidden

    , 15:50
    View Session

At this event

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Andrea Macrina
Professor of Mathematics
University College London

See Vinay at QuantMinds International

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