Chris Kenyon serves as the Lead Front Office AI Transformation and Global Head of XVA Quant Research at MUFG since April 2021. In addition, Kenyon holds the position of Honorary Associate Professor at UCL, teaching MATH0113. Previously, Kenyon was the Director and Head of XVA Quant Modelling at MUFG Securities EMEA plc from October 2017 to July 2021 and worked at Lloyds Banking Group as Director and Head of XVA Quantitative Research from May 2012 to October 2017. Earlier roles include Vice President at Credit Suisse focusing on quantitative analysis and counterparty risk, Associate Director at Depfa Bank Plc overseeing structured credit valuation, and a Research Staff Member at IBM Research specializing in mathematical finance and trading optimization. Kenyon began a career in research as a Researcher at Schlumberger. Kenyon earned a Ph.D. in Applied Mathematics from the University of Cambridge and an M.Sc. in Operations Research from The University of Texas at Austin.
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