Marco Naldi - Barclays Capital
Marco is a Managing Director and Head of Quantitative Analytics (QA) at Barclays.
QA's product teams - located in London, New York and Singapore - develop and implement the modeling infrastructure supporting the trading operations in the areas of Macro, Equity, Credit and Structured Products. QA's Risk and Finance teams - located in London and New York - design and implement quantitative models for the calculation of regulatory capital, net revenue forecasting, and capital and liquidity planning.
From August 1998 to September 2008, Marco worked for Lehman Brothers, where he most recently was a Managing Director and Head of Quantitative Credit Research.
Marco is an Associate Editor of the Journal of Credit Risk and a member of the Advisory Board for Carnegie Mellon's Master of Science in Computational Finance. His articles have appeared in leading industry journals as well as in specialized credit publications. He has taught courses in Economics and Finance as an Adjunct Professor at Columbia Business School, where his academic interests focused on asset pricing, corporate finance, market microstructure and game theory.
Marco holds a MPhil and a PhD in Finance from Columbia Business School, as well as a Laurea and a PhD in Economics from the University of Bologna.
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