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Rodney Hoskinson, EDHEC PhD 2016 has been promoted to Director at ANZ Singapore; he continues to lead the modelling and development effort for the advanced newer XVAs including KVA and MVA together…
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12 Apr 2019
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Rodney Hoskinson, EDHEC PhD 2016 has been promoted to Director at ANZ Singapore; he continues to lead the modelling and development effort for the advanced newer XVAs including KVA and MVA together with required enhancements to existing XVAs for the in-house front office Global Markets trading platform.

He has been participating to several talks in international conferences such as the GFMI conferences “Machine Learning and Artificial Intelligence for Quantitative Analytics” in Singapore last February  2019: “XVA Computational Challenges, GPU, machine learning and the way forward“, or upcoming in Singapore “Initial Margin, MVA and SIMM”: on May 8-10 “KVA and MVA: Lessons to learn from the calculations”.

He will come back to Quantminds Vienna on May 13-17, to present his joint work with Stéphane Crépey, Professor of Mathematics , University Of Evry: “Balance Sheet XVA by Deep Learning and GPU” .

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