Imre Vörös

Imre Vörös
Vice President Model Validation, Best Practices & Pricing Research

About the Contributor

Imre Vörös is a Vice President and Senior Researcher covering the pricing of various asset classes. Previously, he worked on Goldman Sachs’s trading desk as a strategist for interest-rate products. Imre holds a DPhil in mathematics from Oxford University.

Blog posts by Imre Vörös

  1. Mar. 18, 2019

    Santander’s coco extension: The new market norm? »

    Imre Vörös, Gergely Szalka

    Banco Santander announced it would extend — i.e., not call — its additional-tier-one contingent-convertible (coco) bond. Was the market caught off guard?

Back to Top