Please complete the CAPTCHA to continue
@rutterassociates.com
✓
LinkedIn matched
A concise factual answer block for searchers comparing this professional profile.
Bob Selvaggio is listed as Co-Owner and President, Head of Analytics at Rutter Associates at Rutter Associates, a company with 7 employees, based in New York, New York, United States. AeroLeads shows a work email signal at rutterassociates.com and a matched LinkedIn profile for Bob Selvaggio.
Bob Selvaggio previously worked as Co-Owner and President, Head of Analytics at Rutter Associates and Partner and Chief Risk Officer at Ucayali Logistica, Ltd. Bob Selvaggio holds Phd, Economics from Brown University.
This section adds company-level context without repeating Bob Selvaggio's masked contact details.
AeroLeads found 1 current-domain work email signal for Bob Selvaggio. Compare company email patterns before reaching out.
Bob Selvaggio is a Co-Owner and President, Head of Analytics at Rutter Associates at Rutter Associates. He possess expertise in fixed income, derivatives, structured finance, risk management, capital markets and 31 more skills.
Listed skills include Fixed Income, Derivatives, Structured Finance, Risk Management, and 32 others.
Company context helps verify the profile and gives searchers a useful next step.
A career timeline built from the work history available for this profile.
60 East 42nd Street New York, NY 10165
Rutter Associates provides advisory services in the areas of market and credit risk management, credit portfolio management, regulatory capital, economic capital and risk adjusted performance measurement, exotic derivatives and levels 2 and 3 asset valuation, model review and validation, hedge analysis, investment portfolio risk/return measurement and.
UL provides asset management, credit support, and risk management services to facilitate the movement of fuel oil from refineries to end users around the globe.
Capital Markets Group Risk Management implementing Market and Credit Risk VaR, Stress Testing and Associated Limits on the Desk and Portfolio Levels.Ex-Ante Evaluation of Proprietary Trading Strategies.Capital Attribution for Risk Based Pricing and Performance Measurement (RaRoC and EVA).Potential Counterparty Exposure and CVA.
Economic Capital Modeling and Attribution for Credit Risk and Market Risk.RaRoC and SVA modeling and assessment for risk adjusted performance measurement, risk-based pricing, and value-added risk transfer via reinsurance and capital marketsCreated and maintained in-house versions of rating agency capital adequacy modelsMarket and Credit VaR, stress tests.
Asset/Liability Modeling Targeting Economic Value of Portfolio Equity as Well as Net Interest Income.Analytics for Transfer Pricing, Capital Allocation, Risk-Based Pricing and Risk Transfer
Static Option Replication to Hedge Balance Sheet Exposures.OAS-Based Pricing and Hedging of Whole-Loan Mortgage Exposures, Residuals from Securitizations and Servicing Rights.Core Deposit Valuation and Hedging.Term Structure Analytics for Transfer Pricing and ALM.
Asset Liability Modeling (Gap and NII simulation using proprietary Chase software) with key responsibilities for interest rate models (term structure and models for administered rates), international sector and real estate finance.
Macroeconomic Forecasting and Fed Watching
Quick answers generated from the profile data available on this page.
Bob Selvaggio works for Rutter Associates.
Bob Selvaggio is listed as Co-Owner and President, Head of Analytics at Rutter Associates at Rutter Associates.
AeroLeads has found 1 work email signal at @rutterassociates.com for Bob Selvaggio at Rutter Associates.
Bob Selvaggio is based in New York, New York, United States while working with Rutter Associates.
Bob Selvaggio has worked for Rutter Associates, Ucayali Logistica, Ltd, Fidelity Investments, Ambac Financial Group, and The Chase Manhattan Bank.
Bob Selvaggio's colleagues at Rutter Associates include Meredith Rutter and Nancy Kovacik.
You can use AeroLeads to view verified contact signals for Bob Selvaggio at Rutter Associates, including work email, phone, and LinkedIn data when available.
Bob Selvaggio holds Phd, Economics from Brown University.
Bob Selvaggio is listed with skills including Fixed Income, Derivatives, Structured Finance, Risk Management, Capital Markets, Credit Risk, Portfolio Management, and Financial Modeling.
Search by job title, company, industry, location, and seniority. Export verified B2B contact data when you need it.
Start free trial Search contactsCheck these profiles if this is not the Bob Selvaggio you were looking for.
