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Keldon Drudge
VP, Head of Data, Valuation & Analytics, S&P Global Market Intelligence
Keldon Drudge is the VP, Head of Data, Valuation & Analytics at S&P Global Market Intelligence.
Background

Keldon began his career as a quantitative analyst for TD Securities in Toronto and then London, eventually leading the team which developed and maintained the pricing and risk models for the structured interest rate business. After leaving TD in 2006 he co-founded and served as CEO of Prism Valuation, an independent valuation firm focused primarily on offering valuation and workflow solutions for hard to value and structured financial instruments across all asset classes. He has been with IHS Markit (now part of S&P Global) since July 2016 when the company acquired Prism. Keldon holds a Ph.D. in pure mathematics from Western University (Canada) and a Master's of Financial Mathematics from University of Waterloo (Canada).

S&P Global Quantitative Analytics Group develops and maintains the models used in the Portfolio Valuations, OTC Derivative Data, and several other S&P Global services. These services cover all asset classes of derivatives - interest rates, equity, inflation, FX, commodity and hybrids. QAG is also involved in the validation of quantitative models both internally and externally.

Industry expertise
Financial Services
Financial Risk
Over-the-Counter (OTC) Derivatives
Areas of interest
Autocallables
Volatility
Black-76 Model
Cliquets
Data Commercialization
Dividend and Equity Derivatives
Equity Options
Exotic Derivatives
Fair Value
Financial Market Data
Financial Model Validation
Foreign Exchange (FX) Derivatives
Forwards
Independent Price Verification (IPV)
Inflation
Bermudans
Initial Margin
Interest Rate Derivatives
Interest Rate Swaps
Interest Rate Volatility
Options
Put-Call Parity
Quantitative Research
SR 11-7
Swaptions
Valuation Methodology
Valuation Policy
Valuation Process
Variance Swaps
Inflation Swaps
Regional focus
Global
Languages
English
US$1000
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