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S&P Global Market Intelligence
Managing Director, Global Head of Quantitative Risk Modelling
Giorgio Baldassarri is Global Head of the Analytic Development Group (ADG). His team is responsible for the analytical development, maintenance and on-going validation of all credit risk models and products across Risk Services. These products are used by financial institutions and companies to measure and manage credit risk within regulatory frameworks such as Basel II/III or Solvency II.
Giorgio Baldassarri is Global Head of the Analytic Development Group (ADG). His team is responsible for the analytical development, maintenance and on-going validation of all credit risk models and products across Risk Services. These products are used by financial institutions and companies to measure and manage credit risk within regulatory frameworks such as Basel II/III or Solvency II.
Prior to joining S&P Global Market Intelligence in 2011, Giorgio worked at Barclays for three years as Associate Director in Group Risk (Operational Risk and Credit Risk).
Giorgio holds a Ph.D. in Quantum Mechanics and Semiconductor Physics from Sapienza University of Rome.