Emil has a PhD in Theoretical High-Energy Physics from Lund University, Sweden. After his PhD, he spent around 5 years as research associate at academic institutions, before joining a Hedge Fund and then joining Barclays in 2015. He currently holds a position as a senior VP at the Quantitative Analytics Asset and Liability Management team at Barclays in London, and focuses mainly on the modelling of Liabilities in the Customer Banking Book for the purposes of liquidity and interest rate risk management. He has in particular led the efforts to develop statistical models for Non-Maturity Deposits in Corporate, Business and Retail Banking. He has close to thirty publications combined in theoretical physics and quantitative finance over the years
Senior Associate - FTP, ALM & Behavioral Models for IRRBB
Francesco Frascarelli, MsC in Mathematical Finance at University of Perugia, is an expert in ALM with 7 years of experiences worked as developer of behavioral models for the measurement of IRR and of FTP methodologies for the strategic management of the balance sheet.
Currently he is working for UniCredit Group in Group Finance Department, and he is charge of Operational ALM and FTP.
Dr Matteo Formenti
FTP (fund transfer pricing) team manager
Matteo Formenti joined the Group Internal Validation in the Market Risk Unit of UniCredit in 2013 working on validating the Market, CCR, ALM, IFRS-13 and Pillar II internal models. Previously he worked for 3 years in Deloitte Consulting developing the methodology. He holds a M.Sc. in Economics and a Ph.D. in Finance.