Eduardo Canabarro

Eduardo is Managing Director, Global Head of Model Risk at Barclays, New York. He was previously Managing Director, Global Head of Risk Analytics at Morgan Stanley where he was responsible for the bank’s risk measurement models used for market, credit, operational risks, stress testing and economic capital; for the validation of the pricing models of the bank’s trading desks; and for the calculation of the model-based regulatory capital measures used in Basel 2, 2.5 and 3.

Prior to Morgan Stanley, Eduardo has worked at Lehman Brothers, Goldman Sachs and Salomon Brothers in various quantitative research and quantitative risk management capacities.

Eduardo has been an active researcher in the field of applied quantitative finance through his 20-year career in the financial industry. His work has been published in the Journal of Financial Engineering, Journal of Fixed Income, The Journal of Risk Financing, Journal of Risk and Re-Insurance, Crediflux and RISK magazine. Eduardo’s ideas have been influential in shaping the credit risk measurement frameworks of Basel 2 and 3 as well as the current Fundamental Review of the Trading book.

Eduardo is a member of risk management and capital committees at ISDA, IIF, and SIFMA. He is a member of the Board of Directors of the International Association of Financial Engineers (IAFE). He holds degrees of Electrical Engineering and MBA in Finance from UFRGS, Brazil, as well as MS and PhD degrees in Finance from the University of California at Berkeley, USA.

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