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Rodney Hoskinson
Director, Quantitative Support (Strategic Trading and Funding) at ANZ Banking Group


Rodney Hoskinson is a Director at ANZ Banking Group having joined in 2017 in the front office quantitative team for the Group’s Global Markets business. In this role based in Singapore, he is responsible for XVA support, primarily focussed on the strategic and quantitative development of the KVA (capital valuation adjustment). Before joining ANZ he was manager, KVA desk quantitative analysis in Fixed Income, Currencies and Commodities at National Australia Bank. His past experience includes a Director role at PwC Australia focussed on financial services consulting and audit support in market risk, implementation of economic capital models for several large insurers, and senior actuarial management roles at QBE Insurance Group. Rodney holds a PhD in Finance from France's EDHEC Business School and is also a Chartered Enterprise Risk Actuary. 

Agenda Sessions

  • Balance Sheet XVA by Deep Learning and GPU


Speakers at this event