Dr. Simon Acomb

Simon started work in quantitative finance in 1992. Since then, he has extensive experience of running quantitative research teams in Europe, North America and Asia. He has worked for a diverse set of investment banks including Barclays, Commerzbank and Morgan Stanley.

During his financial career Simon has had responsibility for analytics development, model control, and the design and implementation of risk management systems.

Simon now works as a consultant and trainer. He has advised a range of banks and banking regulators on issues including derivative valuation, risk management, best practices in risk control and calculating market risk capital.