Sandstrom joins DBRS from Credit Suisse, where he spent two years as a quantitative analyst responsible for model validation across a range of credit derivatives products. Before this, he held a credit risk research role at ABN Amro in Amsterdam.
“He will play an important role in growing our business in Europe. He comes with significant structured credit product knowledge, and will help strengthen the quantitative work of the team,” said Kai Gilkes, managing director of DBRS Europe's structured finance quantitative group.
The week on Risk.net,October 14-20, 2016Receive this by email