Gregory joins BarCap credit derivatives team

Gregory was previously global head of credit derivatives research at BNP Paribas, where he worked for eight years, having joined Paribas in 1997. At Barclays Capital he will report to the heads of credit derivatives, Eric Slighton (Asia), Doug Warren (US) and Andrew Whittle (Europe). He will be based in London.

At BNP Paribas, Gregory was credited with providing the foundations for the growth of the bank's credit derivatives desks after the 2000 merger of BNP and Paribas. He has written extensively on credit derivative pricing, and edited Credit Derivatives: The Definitive Guide, published in 2003 by Risk Books.

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