Jasper Livingsmith
ex EBRD
- Highly experienced derivatives and XVA practitioner with a strong background at leading global investment banks.
- Extensive hands-on experience in counterparty credit risk and valuation adjustment methodologies, including CVA and FVA.
- Worked closely with trading desks, quantitative teams and risk functions to embed XVA into pricing, risk management and portfolio optimisation.
- Deep practical understanding of OTC derivatives across rates, FX and structured products.
- Significant experience with model development, validation, governance and regulatory engagement.
- Proven ability to translate complex quantitative concepts into robust, implementable frameworks within large banking environments.
- Well regarded for rigorous analysis, sound judgement and pragmatic delivery in high-stakes risk settings.