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
Banker who spearheaded BNP Paribas's RMB business moves to exchange
Job changes in the derivatives, regulation and risk industry throughout Asia
UK bank adds to commodities business with hires from Credit Suisse, Mercuria
Other commodities moves at Castleton, Natixis, TrailStone and VTB Capital
Sign up for Risk.net email alerts
Sponsored video: MarketAxess
Sponsored video: Tradeweb
Multifonds talks to Custody Risk on being nominated for the Post-Trade Technology Vendor of the Year at the Custody Risk Awards 2014
Sponsored webinar: IBM Risk Analytics
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.