About me:

Dr Jon Gregory is a consultant specialising in counterparty risk and credit derivatives. Until 2008, he was Global Head of Credit Analytics at Barclays Capital based in London. Jon has worked on many aspects of credit modelling over the last decade, being previously with BNP Paribas and Salomon Brothers (now Citigroup). In addition to publishing papers on the pricing of credit risk and related topics, he was in 2001 co-author of the book “Credit: The Complete Guide to Pricing, Hedging and Risk Management”, short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. He is author of the book “Counterparty risk : the next challenge for the global financial markets” published by Wiley Finance in December 2009.

Jon has a PhD from Cambridge University.