Lloyds TSB appoints head of quantitative analytics

Crosby joins from Barclays Capital, where he was director of global risk management. He previously worked for First Chicago, and London Business School Financial Software (now Monis (a part of SunGard) where he co-wrote the Monis three-factor convertible bond model.

Crosby is also the author of a multi-factor jump diffusion model for commodities and commodity derivatives. He will be speaking at Risk’s Quant Risk Europe, which takes place on October 31 and November 1.

John Crosby, joining Lloyds TSB

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