Fabio is global head of Quantitative Analytics at Bloomberg LP, New York. His team is responsible for the research on and implementation of cross-asset analytics for derivatives pricing, XVA valuations and credit and market risk. Fabio is also adjunct professor at NYU. He has jointly authored the book “Interest rate models: theory and practice” and published extensively in books and international journals, including 20 cutting-edge articles in Risk Magazine. Fabio is the recipient of the 2020 Risk quant of the year award.
There were no results found.