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Peter Russo

Lecturer; Director Model Risk Management, Barclays

Peter Russo is a model validation quantitative analyst with 13 years of experience in the development and validation of market, credit, and operational risk models.  He is currently a Director in the Model Risk Management team in Barclays, where he specializes in the validation of operational risk and CCAR models.

Previously, Peter has had roles at MUFG Union Bank, N.A., where he developed wholesale credit risk models primarily focusing on Probability of Default scorecard models.  Peter has also had model validation roles at Morgan Stanley and Protiviti.  Before entering finance, Peter held a post-doctoral position at the University of British Columbia studying novel energy storage materials using mu-SR spectroscopy.

Education

  • Ph.D., Columbia University
  • B.S., University of Texas at Austin