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Rita Gnutti
Head of Market and Counterparty Risk Internal Models at Intesa Sanpaolo


Rita is “Head of Market and Counterparty Risk Internal Models” in Financial Risk Management Department of Intesasanpaolo, where she has been working for the last 15 years. She is also responsible for Market and Counterparty Risk Architecture and Regulatory Reporting for Market and Counterparty Risk. Rita’s team include a the “Market Data Management Team” in charge of scenario generation for internal models, and the “Volker Rule Team” which performs daily analysis and reporting at desk level of Volker quantitative metrics, which have been developed leveraging on the Risk Architecture.

Rita is also “Head of FRTB implementation program” in Intesasanpaolo group. Prior to entering Risk Management Rita was responsible for projects relating to the trading rooms from the front office point of view and OTC derivatives workflow from front office to operations.

Rita Gnutti's Network

Agenda Sessions

  • Passing the P&L Attribution test under the new guidelines


Speakers at this event