RVS has pioneered the use of Transaction Evidence to Back Test Consensus+ information in the creation and calculation of financial rate sets and volatility surfaces.
RVS is the leading independent provider of transaction backed volatility pricing services, for OTC Global Derivative Markets. We are the only data provider to back test Consensus+ information in the creation and calculation of volatility based derivative prices, smiles and surfaces.
Accuracy and transparency are key to ensuring the integrity of the RVS Consensus+ data. RVS utilises Transaction Evidence in accordance with the latest industry recommendations (IOSCO Principles for Financial Benchmarks) and legislative requirements (PruVal, FRTB and MiFIDII).
RVS Consensus+ Services cover all OTC products, increase the capital efficiency of banks, improve their risk and valuation management processes and reduce the risk of manipulation and malpractice. RVS was founded in 2009 and now has operations in Asia, Europe and Australia.
In a world of complex and opaque financial products, RVS delivers accuracy, transparency and efficiency to the mark to market and independent validation process.
Lachlan Elmer heads up RVS, the leading independent provider of derivative pricing services for OTC Global Derivative Markets.
Lachlan is based at the RVS Head Office in Singapore. He is a senior banking and financial markets executive, with over 25 years of international experience. He is a Chartered Accountant and a member of the Australian Institute of Company Directors.
Carol leads the RVS UK office. She has extensive industry experience, gained over the last 17 years in Global Investment Banks, including Credit Suisse, Barclays Capital and JP Morgan.
Carol's career has focused on Product Control (PC) and Valuation Control (VCG). Specialisations cover exotics products across all asset classes, model-based valuations, structured products and prudential valuations.
Carol is trained as a Chartered Management Accountant, with a BSc in Mathematics and an MSc in Financial Mathematics at Warwick University.
Bob joined RVS in May 2011 and is responsible for developing the organisation’s product strategy and designing RVS’ Rate Set services.
Bob brings 35 years of trading and risk management experience, which encompassed active participation in almost all derivative products. This culminated him holding the position of Head of Market Risk at Société Générale.
Charlie heads up Interest Rate and Credit coverage, having joined RVS in 2018. Prior to that he was at Tradition Financial Services, where he was responsible for Interest Rate Exotic Products.
In an investment banking career spanning over 30 years, Charlie has held various trading roles, starting at Bank of America trading FX Options, to Toronto Dominion Bank where he established trading desks in Toronto, Tokyo and London, before moving to Nomura where he was responsible for the banks EUR, USD and GBP Rate Exotics books.
John joined RVS in October 2010, and is responsible for protecting Customers’ data and designing the software and hardware architecture of RVS’ Services.
John has over 25 years of international experience in the IT industry, and has designed software and managed development teams at companies such as Microsoft, Commonwealth Bank of Australia, and BNP Paribas. He co-founded and held the position of CTO at Carbon Communications, a technology firm based in Los Angeles. John specialises in large scale, high throughput systems primarily in Financial Services and Banking.
Divya joined RVS in 2022 and has over 14 years’ experience in Banking and the Financial Services Industry, with diverse experience in Valuation Control and Risk Modelling teams across multiple asset classes Equities, Rates, FX and Credit. In her previous roles she worked for Barclays, Standard Chartered Bank and BNY Mellon.
She holds a Post Graduate Degree in Financial Engineering and a Bachelor of Engineering in Computer Science. She is also a certified Financial Risk Manager.
Sam joined RVS in 2023 and is responsible for product design across all asset classes.
Sam has over 16 years’ experience in valuation control covering Equities, Commodities, Credit, XVA and Prudent Valuation. In his previous roles he worked at Ernst and Young, JP Morgan and Commerzbank.
He holds a BSc in Computer Science and a MSc in Operational Research from Warwick University.
Christina joined RVS in January 2023. She has over 16 years’ experience in financial services. She has worked in KPMG, Barclays and Marex in her previous roles. She has 12 years extensive experience in Product Control and Valuation Control covering exotics derivatives in commodities and equities, overseeing the calculation for IPV, FVA and PVA.
She has a bachelor degree in accounting and finance, and qualification in ACA and CFA.
