Ben Watson Email & Phone Number

Ben Watson is the CEO of Maroon Analytics Australia, a Quantitative Analytics Consultancy that helps Financial institutions with all aspect of their quant requirements such as the more complex issues that they face today, such OIS discounting, XVA management, Initial Margin, market and credit risk management and portfolio modelling. Ben has recently developed a full featured analytical risk management system called Quantics. The Platform has been designed to product agnostic and is able to work in conjunction with any quant library that can use Python or R. Quantics is in production at an asset manager that is being used for;• Full transactional processing o Deal blottering and transaction life cycleo Position keeping• Compliance checking and reporting. o Pre-trade compliance checks.• Manage the credit and market risk.• Customised internal index creation.• PnL attribution.• Beta adjusted risk and return.• Analytic tools that perform risk and RV modelling of instruments and portfolios. Ben has 24+ years either working for Investment Banks or consulting to financial institutions as a Quantitative Analyst. Up to 2012 he was the APAC regional head of the Quant function for RBS, and before that he was the local head of Quantitative Analytics at ABN AMRO Australia. Ben joined ABN AMRO in 2000 and prior to that he work for Salomon Smith Barney / Citigroup as well as Natwest markets.While at RBS he managed the successful OIS migration of a large derivatives trading book and since working as has a consultant, he has advised and help implement a number OIS migration projects.Ben has developed and delivered a number of training courses covering • OIS Discounting an ColVA, • Counterparty Credit and CVA, • Understanding XVA, • Initial Margin and MVA, • The SIMM Model,• Stress Testing, • Pricing Fixed Income Products, • VaR / Expected Shortfall, VBA for Finance, • Modelling Financial Products • Financial Modelling (3 Statements Modelling)• Risk Audit.

Listed skills include Quantitative Finance, Trading Systems, Derivatives, Trading, and 26 others.