Peter Loh
VP - Rates Xva Trader @Citi
Signup · Get unlimited contacts
WORK HISTORY
VP - Rates Xva Trader @Citi
London, GB
Risk management of cross-gamma book with instruments including IRS, IR futures, spot FX, XCCY and inflation swaps- Valuation model enhancements for cross-gamma- Pricing across the XVA suite, including CVA, FVA, ColVA, IM/IA, Capital and cross gamma for new trades, novations and auctions- Negotiation and execution of bilateral interbank optimisation trades- Python-based projects include: cross-gamma pricer, desk VaR monitor, asset-swap RV monitor
EDUCATION
Birkbeck, University of London
Graduate Certificate, Mathematics
CQF Institute
Certificate, Quantitative Finance
University of Bath
Bachelor of Science (BSc), Economics
SKILLS
ABOUT PETER LOH
Rates professional with experience in XVA trading, rates structuring, bank financial resource management and corporate treasury markets. Proficient in Python, VBA and SQL.
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.