Simon Greaves

Simon Greaves

Partner, Quantitative Risk and Valuation Advisory

Forensic Accounting Services | Quantitative Risk & Valuation Advisory

Executive summary

I lead the Quantitative Solutions practice, delivering a suite of risk and portfolio valuation offerings alongside expert witness and litigation support services. I have more than 25 years of experience in financial services across trading, risk management and risk advisory, with a focus on global traded markets.

I trained with KPMG before moving into investment banking at Credit Suisse, where I ran the IPV functions for the global emerging markets and structured FX derivatives businesses. I then moved to Sumitomo Finance International as global head of market risk management with responsibility for valuation and risk management across all asset classes.

I subsequently worked in the CDO market as a managing director at Fitch Ratings, heading the Exotic Credit Derivatives Pricing and Risk Analytics business. Since the 2008 crisis I've focused on advisory services, leading similar practices at major advisory firms.

Ask me about quantitative risk advisory, model validation, credit risk, portfolio valuations, derivatives pricing, expert witness, market risk management and structured credit.