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Alberto Scalari

Lecturer

Alberto Scalari has over 17 years of front line risk management experience in Equities, Credit and Commodities with responsibility for all aspects of Market Risk, including the approval of sizeable trades, new products and pricing models, drafting risk policies, limits, designing stresses.  

In his first years in Investment Banks, he led projects on stress test, VaR methodology, and model risk at Societe Generale in Paris and at Citigroup in London. Subsequently, he joined Barclays, where he became the regional head of Equity Market Risk in Europe (London), Asia Pacific (Hong Kong) and the US (New York). In this capacity, he was responsible for the market risk of the regional Equity portfolios, deciding on sizeable trades such as blocks, corporate derivatives and exotics, setting risk limits, and representing the Bank to the regional regulators.

His working experience includes a year with KPMG where he documented the Barra models for the Investment Management Group of Morgan Stanley.

Scalari holds a Ph.D. in Mathematics with a thesis in Several Complex Variables and has five publications in international journals. His work relates to the propagation of solutions of differential equations on manifolds embedded in several dimensional complex spaces.

Education

  • Ph.D., University of Illinois
  • M.S.,  University of Illinois
  • Laurea, University of Padova