RBS expands CVA quant team

RBS adds former Barclays Capital and Lehman quant to help build firm-wide CVA model

Royal Bank of Scotland

Royal Bank of Scotland is expanding its team of credit value adjustment (CVA) quantitative analysts, with a view to developing an institution-wide CVA infrastructure.

The bank has appointed Shahram Alavian as a director in the team, reporting to its head, former Goldman Sachs quantitative analyst Andrey Chirikhin, whose appointment in December initiated the expansion. Alavian will help design and oversee the construction of the firm's new CVA infrastructure for internal risk management.

He joins

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