Benjamin Marshall

Experience

Benjamin joined Grant Thornton’s Quantitative Risk team in February 2021 from a leading global financial services firm where he sat on the FX sales trading desk focusing on UK real money and hedge fund clients. Prior to this, Benjamin worked in the Debt Capital Markets team in the investment management and wealth management division of a large American bank, primarily working with SSA issuers.

Sector experience

• He gained substantial knowledge and experience in capital markets, both private side and public side while working with two of the largest US investment banks in London. This experience branches from broad based market dynamics, security origination through price discovery and option pricing.
• Deal specific cash flow modeling and designing excel templates to better understand the market and client needs. Some highlight deals were the €4bn ‘29 benchmark issue for the NTMA and the Green €3bn ‘27 for KfW, the largest green bond issued by a non-sovereign to date.
• Since joining Grant Thornton, Benjamin has worked with a number of international clients ranging from Large Asset Managers, Hedge funds, Agencies (ECB, SRB) and pillar banks.
• Benjamin has completed multiple asset utilization reviews, including valuations of complex assets, hedge efficiencies and Credit Analysis.
• He has led multiple asset pricing assurance engagements including fair value of derivative securities, swaps, options and convertible bonds.
• Lead the support for Internal audit t for various quantitative risk processes in pillar Irish banks, including a key ECL model validation across different international portfolios