Matthias Arnsdorf

Matthias Arnsdorf leads the Counterparty Credit & Market Risk Quantitative Research team at JPMorgan. He is responsible for the development of JPMorgan’s suite of credit exposure, XVA, VaR, stress and margin models which are used for valuation, risk management as well as credit & market risk capital. Matthias started his career in finance in 2002 working in credit derivatives quant research. Prior to this he spent two years as a post-doctoral researcher at the Niels Bohr Institute in Copenhagen. Matthias holds a PhD in Quantum Gravity from Imperial College London.