This Thursday, before we all head to Club Street to enjoy a few glasses of Beaujolais we will be welcoming Ben Watson from our Sydney office to Singapore where he will be hosting a Random Walkers Roundtable on OIS Discounting from 7pm.
Ben has over 17 years experience as a Quantitative Analyst with RBS, ABN Amro, Citigroup, Salomon Smith Barney and Natwest Markets. Ben has also worked as an analyst with gas and grain trading companies. More recently Ben implemented OIS/CSA discounting at a major bank. This project included a global pricing system that includes live CSA spread calculations and the driver risk sensitivities to translate the OIS/CSA risk into tradable products. Ben earned a MSc. In Decision Sciences (with Distinction) from the University of Westminster, London, UK and a Bcom. in Accountancy and Finance from the University of Tasmania, Australia.
Please let me know if you are interested in attending & see you there!