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RiskMinds International

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7 - 10 November 2022
W Barcelona

Roberto Torresetti
Director in the Proprietary Trading of the Corporate and Investment Banking division at Intesa Sanpaolo

Profile

Roberto is currently a Director in the Proprietary Trading of the Corporate and Investment Banking division of Banca Intesa SanPaolo.  Previously he has been CRO of Banca Carige and a senior quantitative analyst in the Model Validation of Banco Popolare.  He has been a quantitative portfolio manager with Quaestio Capital and San Paolo IMI Asset Management.  He has also had experience in Investment Banking, as Head of Credit Derivatives Structuring at BBVA and senior quantitative analyst in credit derivatives at Banca IMI and equity derivatives at Lehman Brothers. He holds a bachelor’s degree in economics from Università Bocconi in Milan. He also holds a MA in economics from Università Bocconi and MS in financial mathematics from University of Chicago. 

Agenda Sessions

  • Handling model uncertainty in the estimation of Satellite Models in Bank’s Credit Risk Projections

    14:40