Jon Gregory is an independent expert specialising in counterparty risk and xVA related projects. He has worked on many aspects of credit risk and derivatives in his career, being previously with Barclays Capital, BNP Paribas, and Citigroup. He is a senior advisor for Solum Financial Derivatives Advisory. He is also a faculty member for London Financial Studies and the Certificate of Quantitative Finance. He currently serves on the Academic Advisory Board of IHS Markit and is a Managing Editor of the journal Quantitative Finance.
Jon has a PhD from Cambridge University.