Transition to SOFR – Impact on Pricing and Markets

Jeremy Wilson

Fixed Income Market Specialist

Bloomberg L.P.

Jeremy is a Fixed Income market specialist, with a particular focus on rates derivatives and helping our clients to navigate regulatory change, including the LIBOR transition. 12 years market-making interest rate swaps at Credit Suisse, Royal Bank of Canada and BNP Paribas, including time in Sydney, Hong Kong and London and covering various currencies including EUR, USD, AUD, JPY, NZD and HKD. Latterly, 4 years providing consultancy, thought leadership and engagement delivery to financial services clients, specialising in Front Office topics and a wide range of emerging risks, including LIBOR transition.

Joshua D Younger

Managing Director and Head of U.S. Interest Rate Derivatives Strategy

JP Morgan

Josh Younger is a Managing Director and Head of U.S. Interest Rate Derivatives Strategy, as well as leading Quant Fixed Income Strategy. He is responsible for views in interest rate swaps, futures, options and exotics, as well as more thematic work in market design, bank regulations and financial plumbing, payment systems, cryptocurrency, and machine-learning in fixed income markets. He has been consistently ranked among the top analysts by Institutional Investor, including #1 positions in Interest Rate Derivatives and Quantitative Analysis. Prior to J.P. Morgan, Josh was an astrophysicist at the Institute for Advanced Study, and holds an AB from Princeton and PhD from Harvard.