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Mr. Rey leads Cross Functional Strategy and Partnerships for the Pricing, Valuation and Reference Data Group and is Head of the LIBOR Transition Program globally.
He is based in our London office. He joined IHS Markit in 2016. With 15 years of international experience (Paris, London, New York) in the risk and valuations space, he partners with industry participants in financial markets to develop innovative solutions for the industry. He frequently speaks at industry conferences, to financial media and with industry participants in the OTC derivative markets. He focuses on interest rate derivatives valuations, XVA, funding considerations and the LIBOR transition.
Prior to joining IHS Markit, Mr. Rey was Head of the EMEA Rates Valuations team at Nomura in London. He began his career at HSBC in Paris where he held various roles in SSA Origination, Market Risk and Valuations.
Mr. Rey holds a Master of Science with a dual degree in Econometrics and Quantitative Finance from the Université Paris-Dauphine, France.