Sergio Scandizzo is Head of Model Validation at the European Investment Bank in Luxembourg. He is the author of The Operational Risk Manager’s Guide, now in its second edition, of Validation and Use Test in AMA, both published by Risk Books, and of The Validation of Risk Models, published by Palgrave MacMillan. He was also a contributing author to the award-winning Risk Books title Advanced Measurement Approach to Operational Risk, edited by Ellen Davis. Sergio is also Associate Editor of The Journal of Operational Risk and the author of several journal papers on fuzzy logic, genetic algorithms and risk management.
Prior to his position at the EIB he was a principal in the London office of PricewaterhouseCoopers and, prior to that, a senior manager in the Global Risk Advisory team at the Canadian Imperial Bank of Commerce in Toronto. He holds degrees in computer science and finance.