Andrew Green
Managing Director and Lead Gfi Quant @Scotiabank
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WORK HISTORY
Managing Director and Lead Gfi Quant @Scotiabank
2021-)* Leading XVA, Interest Rates, Emerging Markets & Credit Quantitative Analytics * Managing a team of 23 Quant Analysts and Developers in London, New York and Toronto * Building a new library and service-based architecture for Interest Rate Derivative Products (20••••21)* Leading the development of a new award winning XVA platform * CVA/FVA/MVA/KVA * Managing a team of 11 quants analysts and developers in London and Toronto * CUDA GPU / C++(11-17) CPU Hybrid Compute environment * Grid Computing * Adjoint Algorithmic Differentiation (AAD): CPU/GPU implementation using NAG dco/dco_map * Multi-asset platform: IR, FX, Inflation, Commodities and Equity Derivatives * Deep Learning applications in XVA * Polling and Political Analysis
EDUCATION
University of Oxford
DPhil, Cosmology
Birkbeck, University of London
BA (Hons), History and Archaeology
University of Oxford
BA (Hons), Physics
University of Hertfordshire
Doctor of Philosophy - PhD, Astronomy
University of Cambridge
Master of Advanced Study, Mathematics
SKILLS
ABOUT ANDREW GREEN
With over 25 years of experience in quantitative finance, I currently serve as the…
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