Adolfo Montoro

Director, Global Market Risk Analytics at Bank of America

Speaker

Adolfo Montoro FRM, is a Director within Global Market Risk Analytics team at Bank Of America leading multiple Strategic Regulatory Initiatives including FRTB. Prior to join BoFA Adolfo spent more than a decade in Deutsche Bank's Market Risk Management & Risk Methodology department in London; in this role he represented DB in the Industry FRTB Working Group supporting elements of the FRTB implementation and advocacy for the Bank. In addition he was in charge of the Strategic implementation of Full Revaluation-based suite of VaR model ensuring as well the adequacy of quantitative methodologies used for market risk management and regulatory purposes (Pillar I and II). He has earned an MSc in Risk Management from Bocconi University, Italy, and graduated with a degree in economics (with honours) from Universita' della Calabria, Italy. He has earned his Financial Risk Manager (FRM) certification in 2005. Adolfo is currently affiliated with the Global Association of Risk Professionals, where he serves both as a Regional Director for the UK Chapter as well as member of the FRM Committee.