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Alexandre Antonov
Director at Standard Chartered Bank

Profile

Alexandre Antonov received his PhD degree from the Landau Institute for Theoretical Physics in 1997. He worked for Numerix during 1998-2017 and recently he has joined Standard Chartered bank in London as a director.

His activity is concentrated on modeling and numerical methods for interest rates, cross currency, hybrid, credit and CVA/FVA/MVA. AA is a published author for multiple publications in mathematical finance and a frequent speaker at financial conferences.

He has received a Quant of Year Award of Risk magazine in 2016.


Alexandre Antonov's Network

Agenda Sessions

  • Quantifying Model Performance

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  • MVA: Future IM for Client Trades & Dynamic Hedges

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