Andrew Green

Dr Andrew Green is lead XVA Quant at Scotiabank and is a well known authority on Credit, Funding and Capital Valuation adjustments. He is the author of the forthcoming Wiley finance book XVA: Credit, Funding and Capital Valuation Adjustments as well as co-editor of the Risk books collection Landmarks in XVA. Andrew has also co-authored a number of recent papers on topics including XVA, VaR, CCPs and Default Risk modelling.

Andrew joined Scotiabank in 2016. Prior to joining Scotiabank he held management roles in XVA Quantitative Analytics at Lloyds Banking Group and Barclays Capital. He holds a BA and DPhil in physics from Oxford University and part III of the mathematics tripos from Cambridge University. Andrew also has an active interest in archaeology and holds a BA in History and Archaeology from the University of London.