Antony Lee
Senior Consultant
SPECIALIST AREA: CREDIT, TRADING, QUANT
Antony has over 17 years experience within Financial Markets for RBS. In his role as Head of Exotic Credit Trading & Structuring he managed a team of traders and structurers in the analysis of a complex derivatives trading book, as well as oversight of all the business’ support functions.
Antony previously held the position of Head of Quantitative Analysis and Risk Management for Capital Markets where he ran a team developing pricing algorithms and risk methodologies for the monitoring of trading patterns, and subsequently on the development of methodologies for the incorporation of FVA into derivative trading valuations.
Antony has also consulted on Data Analytics and Performance Management in a range of other sectors including Healthcare, Elite Sport, and Music. Antony holds a PhD in Mathematics and an MSc in Sports Performance Analysis.