Eduardo is the Managing Director responsible for Credit and Market Quantitative Risk
at Morgan Stanley, New York. Prior to this, Eduardo was with Lehman Brothers for three
years as Managing Director and Global Head of Quantitative Risk Management. He was
responsible for all quantitative risk functions in the Risk Management organization
including market, credit and operational risk analytics, model validation, risk technology
and regulatory interface related to the implementation of the quantitative frameworks.
Eduardo has also worked for Salomon Brothers and Goldman Sachs in Quantitative Research,
Modeling and Risk Management. Eduardo has published research articles in the Journal
of Financial Engineering, Journal of Fixed Income, The Journal of Risk Financing,
Journal of Risk and Re-Insurance, and RISK. His articles ‘Counterparty Risk: Measurement
and Pricing’ and ‘Analysing Counterparty Risk’ were the cornerstone for the Basel
II framework for capital on counterparty credit risk. He has spoken at leading events
in the US and Europe including by Wharton, BIS, ICBI Risk Minds, RISK, PRMIA and IAFE.
Eduardo holds degrees in Electrical Engineering and MBA (Finance) from UFRGS Brazil
and MS and PhD degrees in Finance from University of California at Berkeley, USA.
Information trouvée : site web : http://www.linkedin.com/in/canabarro57
paprika.idref.fr
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Documentation
Identifiant VIAF : http://viaf.org/viaf/171865108
Identifiant ISNI : 0000000120801487
