Former BarCap credit quant joins consultancy

Former BarCap credit quant joins consultancy

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Jon Gregory, a Guildford-based independent consultant and former global head of credit quantitative analytics at Barclays Capital, has joined London-based capital markets consultancy Solum Financial.

Gregory will concentrate on credit valuation adjustment at Solum, which was set up by former RBS structured credit head Vincent Dahinden in 2008. It is currently run by Dahinden and fellow partner Thu-Uyen Nguyen.

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