Eliana Tahiri

Head of Quantitative Analysis, Treasury at EBRD

Speaker

Eliana Tahiri is Head of Quantitative Research at the European Bank for Reconstruction and Development (EBRD) in London, where she leads the development of Treasury’s pricing and XVA library, QuarK, covering rates, FX, commodities, equity, credit, and hybrid derivatives. Her work focuses on model design, calibration, and the practical integration of quantitative methods into front-office and risk systems.

Before joining the EBRD, Eliana worked at the International Finance Corporation (IFC – World Bank Group) in Washington, D.C., where she contributed to quantitative modelling and funding strategy within Treasury Market Operations. Her earlier experience includes roles in Asset-Liability Management at BNP Paribas Wealth Management and in Cross-Asset Research at Société Générale in Paris.

At QuantMinds, Eliana joins the panel on “Volatility Management on the Buy Side” to share her experience in applying volatility models - from stochastic volatility models to practical hedging techniques – in the context of buy-side risk management and portfolio resilience.