Andrew Jenkins
Lead Consultant
SPECIALIST AREA: CUM-EX, TRADING, QUANT MODELLING
Andrew was a member of the FMCR expert consultant team supplied to Goldman Sachs for their legal case with the LIA, and is the FMCR Lead Consultant in a large European equity dividend investigation.
Andrew has over 20 years of experience in derivatives: trading bond options, vanilla/exotic interest rate derivatives and structured credit at Deutsche Bank. From 2006-2014 Andrew was Head of Quantitative Analytics for Credit Derivatives Emerging Markets & Counterparty Risk Development at RBS. Strong mathematical background and substantial programming experience in a financial environment provide him with skills to design and implement systems for trading, analysis and risk management of complex products and portfolios.