Standard Chartered Bank
Adam Willans is a seasoned professional in the field of quantitative finance, currently serving as Director at Standard Chartered Bank since November 2014. Willans has held multiple director-level positions, focusing on Traded Credit Data Science Quant and leading various model risk teams, including CCR, XVA, and credit derivative models. Prior to this, Willans was a Quantitative Analyst at the Royal Bank of Scotland from February 2011 to October 2014, where responsibilities included derivative pricing and risk model validation within the quantitative research center. Academically, Willans holds a D.Phil. in Theoretical Condensed Matter Physics from the University of Oxford, a postgraduate scholarship in Computer Science, Physics, and Spanish from Harvard University, and an M.Sci. in Physics from the University of Cambridge.
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Standard Chartered Bank
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Standard Chartered is a leading international banking group, with a presence in more than 60 of the world’s most dynamic markets. The organization's purpose is to drive commerce and prosperity through its unique diversity, and its heritage and values are expressed in its brand promise, Here for good. Standard Chartered PLC is listed on the London and Hong Kong Stock Exchanges as well as the Bombay and National Stock Exchanges in India.