Paola Rensi

Head of Capital Models Benchmarking, Risk & Capital at ISDA

Speaker

Paola Rensi joined ISDA in May 2020 and is currently Head of Capital Models Benchmarking, having previously worked in Analytics looking after the quantitative maintenance of the ISDA SIMM model as well as other capital and margin advocacy.

Before joining ISDA, Ms. Rensi was a Vice President in Global Risk Analytics at Bank of America, focusing on market risk model performance. Prior to that, she worked on the implementation of the Uncleared Margin Rules at HSBC, having started her career in quantitative risk at EY. Ms. Rensi holds an MSc in Financial Mathematics from the University of Trento.