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

EDHEC ALLOWED ME TO GAIN SKILLS FOR A CAREER IN THE SUSTAINABLE FINANCIAL SECTOR
News
- 13-11-2019
Camélia wanted to act and follow her two passions : Finance and Sustainable Development...
50th thesis defense for the EDHEC PhD in Finance Programme
News
- 11-11-2019
On November 8, 2019, on the EDHEC London campus, the doctoral thesis “Two Essays on...
Which MBA 2019: EDHEC Global MBA #7 in the World for Opening New Career Opportunities in The Economist Latest Rankings based on student & alumni feedback
News
- 31-10-2019
As well as being the top school in France and #2 in Europe for opening new career...
Investing in Climate Risk, and Measuring and Managing Climate Risk
News
- 28-10-2019
At the upcoming EDHEC Climate Finance Conference (Paris, 17 December 2019) organised by...