Risk Management and Modelling

Lecturer

Dr Jon Gregory has over ten years experience as a practitioner in quantitative finance. From 1995 to 1997 he worked in the Fixed Income division of Salomon Brothers. From 1997 to 2005 he was with BNP Paribas and worked on many projects across the interest rate, equity, credit, insurance and risk management divisions. From 2005 until 2008 he was global head of credit analytics at Barclays Capital and responsible for a team of around 30 researchers globally. Jon has published a number of papers and articles on risk management, modelling and credit derivatives subjects and is a regular speaker at international conferences. He was a co-author of the book "Credit: A Complete Guide to Pricing, Hedging and Risk Management", nominated in 2001 for the Kulp-Wright award for the most significant text in risk management and insurance. He holds a PhD from Cambridge University.