New Position

Written on 12 April 2019.

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” .

See Also

The FIR-PRI Awards “Finance & Sustainability” prize for “best pedagogical innovation”: preparing future generations to fight climate change.
- 18-10-2021
At EDHEC, we want to take part in the fight against climate change. Through our...
Stanford Summer Program: one of EDHEC’s opportunities to grab
- 14-10-2021
Shantanu Khandelwal, Master 2 student had the opportunity to join the selective...
Immersion at Station F for start-up challenge finalists !
- 13-10-2021
Devised for students with start-up projects on the Pre-Master and Master 1 years of the...
Financing your MBA - are you eligible for a scholarship?
- 12-10-2021
How to finance your Global MBA abroad is a critical question you need to think about...