Stefano Pasquali Head of Liquidity & Trading Research at BlackRock Fordham Gabelli Speaker
Fordham’s 2024 Quant Conference
I oversee research for liquidity risk solution at Blackrock
Previous experience :
-15+ years wide experience in the overall Risk Management. Manager of several Risk Management projects, Financial Data Management, Position keeping system for large set of portfolios, Risk Analysis and active support to portfolio Managers for investment decision and Risk Budgeting
-Inventor and manager of Bloomberg Liquidity Assessment (LQA) based on innovative machine learning techniques. Cross asset class and portfolio level
-Strong mix of Technology, Quantitative Finance and Business view
-Several discussion and contacts with main Regulators on liquidity issues.
-Speaker at main financial conferences
Strong managerial background with senior level local / international experience. Good strategic appreciation and vision, able to build and implement sophisticated and innovative plans with a proven track record explicitly supporting business needs
Before finance, researcher in Computational Physics and long experience as free lance in IT project (Statistical Analysis & Data Management)
