Jon Gregory, London-based global head of credit quantitative analytics at Barclays Capital, is leaving the firm today.
Gregory, who is leaving for personal reasons, said he planned to move into a mixture of academic, consulting and training work.
Gregory joined the bank from BNP Paribas in 2005, where he was global head of credit derivatives research. Having written extensively on credit derivatives pricing, he edited Credit Derivatives: The Definitive Guide in 2003. More recently, he contributed an article on the history of credit derivatives modelling for Risk's 20th anniversary edition in 2007, as well as others discussing subjects such as the shortfalls of credit models and the valuation of leveraged super-senior tranches.
It is understood an internal replacement for him has been found, although BarCap declined to comment on the issue.
More on People
Antony Warner retired from the interdealer broker in August last year
Anshu Jain and Juergen Fitschen to leave in June 2015 and May 2016 respectively
Job changes in the derivatives, regulation and risk industry throughout Asia
Broker chief praises “entrepreneurial independence” of small boutiques
Sign up for Risk.net email alerts
Sponsored video: MarketAxess
Sponsored video: Tradeweb
Multifonds talks to Custody Risk on being nominated for the Post-Trade Technology Vendor of the Year at the Custody Risk Awards 2014
Sponsored webinar: IBM Risk Analytics
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.