Jessica James is a Senior Quantitative Researcher at Commerzbank in London, previously Head of the Quantitative Solutions Group. She joined Commerzbank from Citigroup where she held a number of FX roles, latterly as Global Head of the Quantitative Investor Solutions Group. Prior to this she was the Head of Risk Advisory and Currency Overlay Team for Bank One. Before her career in finance, James lectured in physics at Trinity College, Oxford. She holds a BSc in Physics from Manchester University and a D. Phil. in atomic and nuclear physics from Oxford University.
Her significant publications include the ‘Handbook of Foreign Exchange’ (Wiley), 'Interest Rate Modelling' (Wiley), and 'Currency Management' (Risk books). Her latest book ‘FX Option Performance’ came out in 2015. She has been closely associated with the development of currency as an asset class, being one of the first to create overlay and currency alpha products.
She is a Trustee Director of Citigroup Pension Board, and a Trustee of Commerzbank AG pension scheme, and a member of the Advisory Committee for the Money Purchase Pension Forum.
Jessica is a Member of the Faculty of Bank Treasury Risk Management, an Industry Advisory Panel member for Edinburgh University Finance programme, and a Visiting Professor both at UCL and at Cass Business School. She is a Managing Editor for the Journal of Quantitative Finance. Apart from her financial appointments, she is a Fellow of the Institute of Physics and has been a member of their governing body and chaired their Audit and Risk Committee.