Quant Insider

ABOUT THE SPEAKER

Andrey Chirikhin is a veteran quant with over 20 years of experience across top financial institutions and entrepreneurial ventures. He currently leads a Structured Credit QA team, where he oversees the development and implementation of advanced credit risk models.

Career Highlights:

• Early Career: He began in 2000 at Dresdner Kleinwort as a junior credit derivatives quant and quickly advanced to a senior front office role thanks to his strong analytical skills and innovative approach.
• HSBC: As Global Head of Credit QA, Andrey managed a global team, developing quant models to assess and manage credit risk across various markets.
• Goldman Sachs: Serving as an Executive Director and Senior Strategist (Quant) in equity financing and structured credit, he developed sophisticated models for pricing and risk management of complex financial products.
• Royal Bank of Scotland: As Managing Director and Head of CVA and CCR Quantitative Analytics, he led the creation of a comprehensive methodology for Credit Valuation Adjustment (CVA) and Counterparty Credit Risk (CCR), earning the “Best In-House System of the Year” award in 2013.
• LetterOne Treasury Services LLP: He established risk and quant functions from scratch for an $18bn private investment vehicle, devising systematic trading strategies and supporting pricing infrastructures for various derivatives.

Entrepreneurial and Consulting Work:

• Quantitative Recipes: As founder, he leads projects in applied mathematical finance, risk advisory, and automated quantitative investment, while also providing training on advanced quantitative methods and financial modeling.
• Deloitte: He has served as a consultant focused on derivatives pricing, risk assessment, XVA, and developing PySpark applications.

Agenda for the webinar

Introduction

• Overview: Credit as an Asset Class

Core Credit Instruments & Data

• Credit Default Swaps (CDSs)
• Credit-Linked Notes (CLNs)
• Market Data Insights

Funding & Financing Products

• Repos
• Total Return Swaps

Credit Baskets

• Index CDSs

Advanced Derivative Structures

• Credit Swaptions
• Credit Tranches

Innovative Credit Structures

• Credit Hybrids
• Repacks
• XVA

Register Now

Date - 23rd Feb 2025 

Time - webinar 3:30 PM IST / 10:00 AM London time