Alan De Genaro Email and Phone Number
Alan De Genaro work email
- Valid
Alan De Genaro personal email
- Valid
Alan De Genaro phone numbers
Alan is associate professor of finance at Getúlio Vargas Foundation (EAESP) and member of the Advisory Board and Risk Committee of AgiBank. Former Chair of the Risk Committee of the Board of Directors of BNDES. He was an assistant professor of economics at University of Sao Paulo, Brazil from 2014-2018. He has a post-doc in applied mathematics from Courant Institute – NYU and a PhD in statistic from University of Sao Paulo. He has papers published at Journal of Financial Economics, Journal of Banking and Finance, Statistical Papers, Economics Letters, Journal of International Money and Finance among other.He is also managing partner at Riscométrica, a boutique consulting firm specialized in developing models for the financial industry. Previously he spent 2 years with CETIP as head of Risk and Collateral Management and 13 years with BM&FBOVESPA where he held different roles, such as head of asset pricing and statistical risk modelingSpecialties: Asset Pricing, Derivatives, Quantitative Tools, Brazilian Market, CCP, Risk Management
-
Associate Professor Of FinanceFgv - Fundação Getulio VargasState Of São Paulo, Brazil
-
Associate Professor Of FinanceFgv - Fundação Getulio Vargas May 2018 - PresentSão Paulo Area, Brazil -
Risk Committee Independent MemberAgi Feb 2022 - Present -
Chair Of The Risk CommitteeBndes Oct 2020 - May 2023 -
Vice PresidentSociedade Brasileira De Finanças (Brazilian Finance Society) Jul 2019 - Jul 2021 -
Membro Do Conselho De Serviços QualificadosAnbima Aug 2018 - Dec 2020 -
Assistant Professor Of EconomicsUniversidade De São Paulo Jun 2014 - Aug 2018São Paulo Area, BrazilResearch Interests: Financial Economics, empirical Finance, Financial Engineering, Asset Pricing -
Head Of Risk And Collateral ManagementCetip May 2015 - May 2017São Paulo Area, Brazil• Responsible for developing and implementing the risk management framework (market, credit, liquidity and operational risks) for the new CCP for OTC derivatives;• Creating the corresponding safeguard structure, in line with best international practices, particularly with regards to segregated CCP capital (“skin in the game”), minimum CCP capital and recovery mechanisms;• Liable for designing, preparing and submission of the Recovery and Resolution Plan (RRP). • Chairman of the CETIP’s Risk Committee with responsibilities over its governance and enterprise risk management activities. • Managing collateral (approximately USD 250 million) posted by market participants to cover their bilateral exposures;• Responsible for mark-to-market procedures of all OTC derivatives registered at CETIP;• Communication with market participants, regulators and credit officers. -
Associate Director Of Statistical ModelingBm&Fbovespa Jul 2012 - Apr 2015- Statistical modeling for generating multivariate stress scenarios for the main Risk Factors in the Brazilian Market;- Produce forward-looking stress scenarios based on robust inference and non-Gaussian distribution models;- Development of statistical tools to quantify tail risk. -
Visinting Scholar At Courant Institute Of Mathematical ScienceNew York University Jan 2012 - Jul 2012Greater New York City AreaPostdoctoral Research Fellow in Mathematical Modeling for Finance -
Asset Pricing ManagerBm&Fbovespa Apr 2011 - Jan 2012- Team leader for the new asset pricing system at BVMF. - Responsible for implementing new quantitative tools to calibrate and pricing all exchange-traded derivatives in Brazil- In charge of determining all BVMF settlement prices, including futures, swaps, plain vanilla and exotic options
-
Derivatives Products ManagerBm&Fbovespa Sep 2008 - May 2011Responsible for development of new exchange-traded and OTC derivatives
-
Head Of Risk Modeling And Quantitative Analysis DeptBm&F Apr 2007 - Aug 2008Responsible for implementation of new quantitative tools for Risk Management
Alan De Genaro Skills
Alan De Genaro Education Details
-
Statistics
-
Economics
Frequently Asked Questions about Alan De Genaro
What company does Alan De Genaro work for?
Alan De Genaro works for Fgv - Fundação Getulio Vargas
What is Alan De Genaro's role at the current company?
Alan De Genaro's current role is Associate Professor of Finance.
What is Alan De Genaro's email address?
Alan De Genaro's email address is ge****@****ail.com
What is Alan De Genaro's direct phone number?
Alan De Genaro's direct phone number is +55119833*****
What schools did Alan De Genaro attend?
Alan De Genaro attended Universidade De São Paulo, Universidade De São Paulo.
What skills is Alan De Genaro known for?
Alan De Genaro has skills like Quantitative Finance, Risk Management, Asset Pricing, Derivatives, Quantitative Analytics, Valuation, Financial Risk, Vba, Electronic Trading, Equity Derivatives, Trading, Financial Markets.
Free Chrome Extension
Find emails, phones & company data instantly
Aero Online
Your AI prospecting assistant
Select data to include:
0 records × $0.02 per record
Download 750 million emails and 100 million phone numbers
Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.
Start your free trial