Former head of credit risk quantitative modelling at Goldman Sachs, Eduardo Canabarro has joined Morgan Stanley’s fixed-income quantitative modelling team.Prior to joining Morgan Stanley, Canabarro was a mainstay of Goldman Sachs’ quant team. He initially joined Goldman’s fixed-income derivatives research group in 1995, where he reported to Bob Litzenberger, who as firmwide risk manager at Goldman Sachs was subsequently awarded Risk’s Risk manager of the year 2001.
In 1999, Canabarro moved to Goldman’s credit risk group, where he reported jointly to the heads of credit and market risk, Craig Broderick and Litzenberger, respectively.
Canabarro, who left Goldman at the end of last month, told RiskNews his initial responsibilities at Morgan Stanley will involve the quantitative modelling of counterparty risks in over-the-counter derivatives products. He will report to Joe Langsam, head of fixed-income quantitative modelling.
More on People
Other commodities moves at CME Group, Deutsche Bank & NextEra Energy
Head of clearing and risk understood to be moving into private practice
Dealer rejigs multi-asset group management with internal promotions
Gérardin replaces Papiasse, who stays, but focuses on "remediation plan"
Sign up for Risk.net email alerts
Nominated for two technology awards
Nominated for post trade technology award
Sponsored webinar: Collateral and counterparty tracking
Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.