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Andrew Lyon Location
London, GB
Andrew Lyon Work
Global Head of XVA Risk Management @ (September 2022 - Present)
Global Head of Valuation Methodology and XVA @ (July 2017 - August 2022)
Global Head of Methodology, Global Valuation Group @ (May 2016 - July 2017)
Head of Rates, FX, CVA and FVA Methodology and Valuation Risk Control (Global Valuation Group) @ (July 2011 - May 2016)
Head of Model Analysis and Control (Global Pricing Unit) @ (February 2010 - July 2011)
Global Pricing Analyst @ (March 2007 - February 2010)
Rates Quantitative Analyst @ (March 2005 - March 2007)
Andrew Lyon Education
The University of Manchester / Stanford University
PhD (Physics)
2000-2004
The University of Manchester
MPhys (Physics)
1996-2000
Andrew Lyon Skills
Physics
Risk Control
Fixed Income
Structured Products
Valuation
Counterparty Risk
Financial Modeling
Capital Markets
Derivatives
Swaps
Financial Risk
Equities
Interest Rate Derivatives
Rates
FX Options
Monte Carlo Simulation
Market Risk
Quantitative Finance
Investment Banking
Trading Systems
Trading
Equity Derivatives
Options
Analysis
Pricing
Financial Markets
Credit Derivatives
Andrew Lyon Summary
Andrew Lyon, based in London, GB, is currently a Global Head of XVA Risk Management at Citi. Andrew Lyon brings experience from previous roles at Citi, Deutsche Bank and RBS Global Banking & Markets. Andrew Lyon holds a 2000 - 2004 PhD in Physics @ The University of Manchester / Stanford University. With a robust skill set that includes Physics, Risk Control, Fixed Income, Structured Products, Valuation and more. Andrew Lyon has 3 emails on RocketReach.
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