In this interview filmed at Global Derivatives 2013, Damiano Brigo, Professor & Co-Head Of Mathematical Finance, Imperial College London discusses recent evolutions in financial modelling. He examines how over the last few years there has been a shift from complex products designed on single assets classes or single risks to simple products embedding more complex risks, including not just credit but also liquidity, funding and more. Everything is becoming more interconnected and quants need to develop a broader view and look at models in a more comprehensive way. For example, CVA can be viewed as an option on a netting set which can involve very different instruments and we have to jointly model all the risks and take into account their dependence. The skills of the quant are (hopefully) becoming more comprehensive.