Risk.net

RBS expands CVA quant team

RBS adds former Barclays Capital and Lehman quant to help build firm-wide CVA model

Royal Bank of Scotland
    • Laurie Carver
  • LinkedIn  
  • Save this article
  • Print this page  

Royal Bank of Scotland is expanding its team of credit value adjustment (CVA) quantitative analysts, with a view to developing an institution-wide CVA infrastructure.

The bank has appointed Shahram Alavian as a director in the team, reporting to its head, former Goldman Sachs quantitative analyst Andrey Chirikhin, whose appointment in December initiated the expansion. Alavian will help design and oversee the construction of the firm's new CVA infrastructure for internal risk management.

He joins

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Copyright Infopro Digital Limited. All rights reserved.

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

Copyright Infopro Digital Limited. All rights reserved.

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

More on People

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here