Jonathan Rosen

Jonathan Rosen (FINCAD)

Switching to SOFR and SONIA: Research on Curve Building, Transition Hurdles, and Derivative Pricing

Jonathan currently oversees analytics development for FINCAD’s products and solutions. Before joining the product management team in 2016, he worked as a senior quant solving a wide range of problems in the financial tech industry. Jonathan holds a PhD in Physics from the University of British Columbia.

In his presentation, Jonathan will focus on the impact of rate reform in the US and UK on curve building and derivatives pricing.