Giovanni CesariManaging Director - Head of Portfolio Traded Risk and Traded Risk Analytics at Standard Chartered BankSpeaker
Profile
Giovanni is Managing Director at Standard Chartered Bank. His responsibilities range from managing the risks of the XVA desk and the Prime Services business to leading the Traded Risk Analytics quant team, which includes Market Risk and Counterparty Credit Risk models.
In his previous role at UBS, Giovanni established the Portfolio Analytics Front Office team, which developed from the ground-up, Risk Analytics, a library to compute and hedge XVA and counterparty credit risk.
Before moving to finance, Giovanni worked at CERN in Geneva, where he contributed to the design of a particle accelerator for cancer therapy. He holds a PhD in Mathematics and Computer Science from ETH, the Swiss Federal Institute of Technology, a master in Physics from the University of Padova, and a master in Electrical Engineering from the University of Trieste.
Agenda Sessions
Counterparty Credit Risk: Advantages of accurate and best practice risk modelling.
, 11:45View Session