EDHEC

New Position

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…
Reading time :
12 Apr 2019
Share

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” .

Other articles you may
be interested in

27.11.2024 - EDHEC
Riccardo Rebonato’s Book on Climate Economics Recognized by the Financial Times
We are delighted to announce that Riccardo Rebonato’s recent book, "How to…
12.03.2024 - EDHEC
"Whistleblowing is a nexus for the strength of your organizational culture."
In anticipation of its inaugural session in May, EDHEC Augmented Law Institute…
22.08.2023 - EDHEC
Discover the programme of the event "How to leverage family dynamics to create and grow responsible businesses?"
On August 31, 2023, in Paris, from 2pm to 7pm, join us to this event organized…