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Customer LoginsKeldon Drudge, Ph.D.
Head of Quantitative Analytics, Market Data, Valuation & Analytics, S&P Global Market Intelligence
Keldon Drudge is Head of Quantitative Analytics within Market Data, Valuation & Analytics (MDVA) at S&P Global Market IntelligenceKeldon began his career as a quantitative analyst for TD Securities in Toronto and then London, eventually leading the team which developed and maintained the pricing and risk models for the structured interest rate business. After leaving TD in 2006 he co-founded and served as CEO of Prism Valuation, an independent valuation firm focused primarily on offering valuation and workflow solutions for hard to value and structured financial instruments across all asset classes. He has been with IHS Markit (now part of S&P Global) since July 2016 when the company acquired Prism. Keldon holds a Ph.D. in pure mathematics from Western University (Canada) and a Master's of Financial Mathematics from University of Waterloo (Canada).
S&P Global Quantitative Analytics Group develops and maintains the models used in the Portfolio Valuations, OTC Derivative Data, and several other S&P Global services. These services cover all asset classes of derivatives - interest rates, equity, inflation, FX, commodity and hybrids. QAG is also involved in the validation of quantitative models both internally and externally.
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