Royal Bank of Scotland (RBS) is one of the biggest interest rate derivatives flow traders in the business, and that is just one reason why it is a favoured destination for life and pensions groups with asset and liability management needs. RBS is noted for its steady, if perhaps unglamorous, approach to providing solutions.
“For a pension scheme with a big deficit it’s not just about what they can do to close down that position. It’s about optimising the risk,” says Sinead Leahy, the bank’s
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Credit risk quants are hitting the tech gap
- Quant Finance Master’s Guide 2019
- Princeton tops inaugural Risk.net quant master’s ranking
- Does credit risk need an expected shortfall-style revamp?