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    Scott Sampson

    Equity Derivatives Quant | Credit Derivatives | Front Office | Trading Systems | Risk Management | Model Development in Python and C++ | Algorithms and Data Structures

    Scott Sampson is a seasoned professional in front office equity derivatives with a strong background in credit derivatives and risk management.

    He specializes in developing intricate pricing models to assist traders in pricing client deals and hedging the trading book.

    Scott has effectively led projects involving junior quants and IT personnel to enhance trading systems.

    His responsibilities included regular communication with various bank departments like finance, model validation, and audit to ensure sound model governance.

    With earlier experience in credit derivatives, CVA, VaR, and regulatory models, Scott is proficient in programming languages such as Python and C++.

    He pursued a Ph.D. in Physics at Columbia University and holds a B.A. in Physics from the University of Chicago.

    Scott Sampson has an extensive professional history, having served in various roles including Credit Strategist at Deutsche Bank, Equity Derivatives Quant at KBC Bank & Verzekering, Trader at KBC Investments Ltd, Risk Manager for Credit Derivatives at KBC Investments Ltd, Vice President in CDO Trading at Structured Credit Advisors, Inc., Associate Director in Counterparty Risk Modelling at Bear Stearns, and Associate in Fixed Income Analytics at Morgan Stanley.

    Scott Sampson
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    Location

    Greater London, England, United Kingdom