Sidenius joins JP Morgan credit modelling team
Jakob Sidenius has joined JP Morgan Chase in London as senior vice-president in credit quantitative research. Sidenius, who has written a number of technical papers on the pricing of collaterised debt obligations (See: All your hedges in one basket ), will work as part of the US investment bank’s credit quantitative research group.
He previously worked at Royal Bank of Scotland, where he was global head of credit derivatives research, and has previously held roles at Bank of America.
According to Sidenius, he will focus on credit derivatives models and will report to Andrew Abrahams, global head of quantitative research.
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