Stefano Pasquali Managing Director, is the Head of Liquidity and Trading Research Group at BlackRock Solutions. As Head of Liquidity and Trading Research, Mr. Pasquali is responsible for market liquidity modelling both at the security and portfolio level, as well as estimating portfolio liquidity risk profiles. His responsibilities include defining cross asset class models, analytics for trading optimization and developing innovative machine learning based approaches to better estimate market liquidity, support trading and portfolio construction. He is leading research initiatives for high frequency trading analytics and he is highly involved in application of network-based statistical inference, NLP and other tools in supporting the investment process.
Previous to Blackrock, Mr. Pasquali oversaw product development and research for Bloomberg’s liquidity solution and for fixed income evaluated pricing. Prior to moving to New York in 2010, Mr. Pasquali held senior quantitative research positions at several European banks and asset management firms.
Mr. Pasquali, a strong believer in academic contribution to the industry, has engaged in various conversations and collaborations with universities from the US, UK, and Italy. Before his career in finance, Mr. Pasquali was a researcher in Theoretical and Computational Physics (in particular Monte Carlo Simulation, Solid State physics, Environment Science, Acoustic Optimization)