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6 - 10 December 2021
Palau de Congressos de CatalunyaBarcelona

Paola Rensi
Director, Risk and Capital Analytics at ISDA

Profile

Paola Rensi joined ISDA in May 2020 and is currently a Director in Risk and Capital Analytics, coordinating quantitative analysis focused on the ISDA SIMM 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 the model performance of VaR, RNiV and ISDA SIMM. 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.

Agenda Sessions

  • SIMM model updates and performance

    15:50