Jeff Gilmore
Model and Market Risk Analyst at Investec
Based in London, United Kingdom
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Seniority
Staff
Department
Finance & Accounting
Location
London
Industry
Financial Services
Company size
9.8K
Contact information
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j•••••••@link.investec.com
Phone
5 credits+44 ••• •••• ••••
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Background
About Jeff Gilmore
I am an experienced model validation quant, passionate about applied mathematics, from a background with tech startups. I have worked cross-culturally in Canada, Norway, and Germany, and the UK.Skills: EQ / FX / CM / IR pricing model validation, curve construction, XVA, Monte Carlo simulation, risk model validation, prototyping, consulting, object-oriented computing in Python, Matlab, C#
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