Ed Hallais

Background

About Ed Hallais

Lead for XVA, Structured Notes & Commodities Independent Valuation Methodology teams and Model agenda.• Leadership: Led initiatives, created a strategic vision and implemented frameworks to enhance methodologies, streamline processes, develop and retain talents.• Communication: Ability to leverage quantitative knowledge and translate complex matters in simple intuitions to facilitate senior leaders’ decision-making.• Derivative & XVA: Extensive knowledge in derivatives valuations, risk management, structuring, and modeling across various asset classes, as well as XVA (CVA, FVA, KVA).• Valuation expert: Expert in fair value methodologies including: price testing, calibration, parameter uncertainty, and model limitations.• System Design: Able to design technology infrastructures from the ground up and partner with technology teams for strategic design and implementation.• Collaboration: Led global working groups and coordinated complex and sensitive group-wide deliveries.