
Senior quant Green swaps Lloyds for Scotiabank
Green to lead development of new XVA pricing model at Canadian lender

Andrew Green has departed Lloyds Banking Group after almost eight years to join Scotiabank as lead quant for derivatives valuation adjustments (XVAs). He was previously head of credit (CVA) and funding valuation adjustments (FVA) quantitative research at the UK bank. Scotiabank confirmed the move.
In a newly created role within the Canadian lender's global analytics and financial engineering team, Green will spearhead the development of a new XVA pricing model for the bank. The model will be
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