Andrew Green Email & Phone Number
Managing Director and lead Rates and XVA Quant @ Scotiabank
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Andrew Green Location
- London, GB
Andrew Green Work
- 2016 -now Managing Director and lead Rates and XVA Quant @
- 2008 -2016 Head of Quantitative Research - CVA and FVA @
- 2005 -2008 Head of DCRM Quant Team @
- 2004 -2005 Manager, Spreadsheet Development Team @
- 2003 -2004 Head of Vanilla Interest Rate Derivatives Quant Team @
- 1999 -2003 Quantitative Analyst, Equity Derivatives and General @
- 1998 -1999 Manager, Exotic Interest Rate Trading System @
- 1996 -1998 Quantitative Developer, Exotic Interest Rate Derivatives @ Barclays
Andrew Green Education
- University of Hertfordshire
Doctor of Philosophy - PhD (Astronomy)
2024-2030 - Birkbeck, University of London
BA (Hons) (History and Archaeology)
2001-2005 - University of Oxford
DPhil (Cosmology)
1993-2000 - University of Cambridge
Master of Advanced Study (Mathematics)
1992-1993 - University of Oxford
BA (Hons) (Physics)
1989-1992 - Blue Coat School 1982-1989
Andrew Green Skills
- VAR
- Mva
- Public Speaking
- Xva
- Fixed Income
- CUDA
- Frtb
- Fva
- Counterparty Risk
- Matlab
- Derivatives
- Kva
- Modeling
- Credit Risk
- Financial Regulation
- Analysts
- Value At Risk Var
- Interest Rate Derivatives
- Microsoft Office
- CVA
- FX Options
- Marketing
- VBA
- Quantitative Analytics
- Credit
- Monte Carlo Simulation
- Basel III
- C++
- Quantitative Finance
- Management
- Investment Banking
- Project Management
- Trading
- Equity Derivatives
- Foreign Exchange Fx Options
- Options
- Visual Basic For Applications Vba
- Credit Derivatives
- Foreign Exchange Options
- Value at Risk
- Visual Basic for Applications
Andrew Green Summary
- Andrew Green, based in London, GB, is currently a Managing Director and lead Rates and XVA Quant at Scotiabank. Andrew Green brings experience from previous roles at Lloyds Banking Group and Barclays. Andrew Green holds a 2024 - 2030 Doctor of Philosophy - PhD in Astronomy @ University of Hertfordshire. With a robust skill set that includes VAR, Mva, Public Speaking, Xva, Fixed Income and more. Andrew Green has 3 emails and 1 mobile phone numbers on RocketReach.
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