Giovanni Cesari
Managing Director @Standard Chartered
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WORK HISTORY
Managing Director @Standard Chartered
London, GB
Within the Traded Risk Management function, head of Portfolio Traded Risk (XVA, CFD), Financial Securities and Services, and Traded Risk Analytics. Accountable Executive for FRTB, responsible for IBOR-transition risk delivery
EDUCATION
ETH Zürich
PhD, Theoretical Computer Science, Mathematics
Università degli Studi di Trieste
Laurea, Electrical Engineering
Università degli Studi di Padova
Perfezionamento, Plasma Physics
SKILLS
ABOUT GIOVANNI CESARI
I\'m a senior financial engineer with about 25 years experience in quantitative models development and risk management. Currently I\'m Managing Director at Standard Chartered Bank. Within the Traded Risk Management function, I\'m the head of Financial Securities and Services, head of XVA and CFD Risk Management, head of Traded Risk Models, Accountable Executive for FRTB, and responsible for IBOR-transition risk delivery.In my previous role at UBS as Managing Director and global head of Portfolio Quantitative Analytics, a front-office quant team, I have developed from the ground up a unified platform used to compute and hedge Counterparty Credit Exposure, CVA / DVA, FVA (cost of funding), and RWA (capital) for all businesses, collateralized and uncollateralized. The models have obtained IMM approval from regulators.I\'m also author of the book Modelling, Pricing, and Hedging Counterparty Credit Exposure, published by Springer in 2009.
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