CitiFx risk advisory group names new member

- Sophie Brown
- 14 Oct 2002

James will focus on the design of risk management tools and currency overlay strategies, and the provision of bespoke research to bank clients to support internal marketing.

She was responsible for both these areas in her former role at Bank One, where she headed the risk advisory and currency overlay group in Europe.

"The major part of Jessica's current research is in the FX area," said a Citigroup internal memo. "Over the last few years she has been at the forefront of the development of currency risk management models and overlay strategies, and has pioneered the use of Extreme Value Theory to manage the risk of large forex moves."

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