Naomi Yarrow

M: +44 7985 588 131
T: +44 20 3908 7031

Naomi is a Senior Advisor at CEG within the Quantitative Finance practice in Europe. She has over 12 years investment banking experience, including front office trading, structuring and quantitative valuation roles.

Prior to joining CEG Europe, Naomi spent over 5 years at a major Swiss investment bank as a Director in the Valuation Risk Group, specializing in complex and illiquid valuations of financial instruments and portfolios. She acted as global lead for independent model calibration and valuation reviews of Credit and Debt models used within the investment bank; for product control valuation risk assessments of the Structured Credit, Prime Services, Corporate and Swiss Bank businesses; and ensured PnL, model reserves and uncertainty adjustments were calculated correctly for the Firm’s financial reporting.  Asset classes covered included Credit, Debt, XVA and Equities.

Prior to this, she spent over 5 years as a VP at a major European bank in the Asset Backed Trading and Structuring team, where she was involved structuring asset backed deals for clients and trading property derivatives. This involved trading property-linked contracts in the form of forwards, swaps, options and structured products. Naomi led the structuring and trading of several new products, including structured products with investment returns linked to house price movements and commercial property rental income.

Naomi started her banking career prior to this within the Product Control Quantitative Valuation team, primarily focused on the financial modelling and valuation of interest rate derivatives and structured products. Before beginning her career in banking, Naomi spent a few years working within the electricity industry for ELEXON as a project manager, involved in the administration of the Industry rules as defined by the Balancing and Settlement Code (BSC).