Lloyds TSB Financial Markets has appointed John Crosby as global head of quantitative analytics and research in London. He will lead a team of quants and will be responsible for developing models for pricing derivatives instruments across all asset classes.
|Crosby joins from Barclays Capital, where he was director of global risk management. He previously worked for First Chicago, and London Business School Financial Software (now Monis (a part of SunGard) where he co-wrote the Monis three-factor convertible bond model. |
Crosby is also the author of a multi-factor jump diffusion model for commodities and commodity derivatives. He will be speaking at Risk’s Quant Risk Europe, which takes place on October 31 and November 1.
John Crosby, joining Lloyds TSB
Sign up for Risk.net email alerts
UK, 25th - 26th Feb 2014
USA, 27th - 28th Feb 2014
UK, 5th - 6th Mar 2014
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.
Updating your subscription status
Risk iPad and iPhone Apps