Fixed Income Markets: Management, Trading and Hedging, 2nd Edition

About the Authors

Moorad Choudhry was a UK government bond trader and gilt repo trader at ABN Amro Hoare Govett during 1992–1997 and a gilts proprietary trader at Hambros Bank during 1997. He later worked in structured finance at JPMorgan and KBC Financial Products, and led the deal team that closed Picaros Funding (winner of the Euromoney Structured Finance Deal of the Year Award for 2005) and Red Sea Master Trust, the world’s first in-house multi-SPV securitisation transaction. He is currently IPO Treasurer, Group Treasury at the Royal Bank of Scotland.

David Moskovic has been trading hybrid derivatives at The Royal Bank of Scotland since December 2009. Prior to that he worked in market risk and as a quantitative analyst. He qualified as a Chartered Accountant at Ernst & Young before moving to RBS. David obtained a Masters in Physics at Queens’ College, Cambridge, achieving first class honours. He is ranked amongst the top 100 chess players in the country.

Max Wong is a risk professional with 18 years of experience in financial services, and author of Bubble Value at Risk: A Countercyclical Risk Management Approach. He was an open outcry local trader at Simex futures exchange during the Asian crisis (1998) and a quant risk manager during the global financial crisis (2008). He is currently Head of Risk Model Testing at Royal Bank of Scotland in Singapore. He holds a BSc in Physics and MSc in Financial Engineering.

If you want to know the reasons for

The things I feel inside ...