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Riccardo Rebonato

Mr. Rebonato is an executive vice president in the London office and global head of analytics for interest rates and foreign exchange. Prior to joining PIMCO in 2011, he was with RBS for twelve years, most recently as head of front-office risk management and quantitative analytics, and previously as global head of market risk and quantitative research. Prior to RBS, he was head of trading for complex interest rate derivatives and head of derivatives research at Barclays Capital. He has 27 years of investment experience and holds a doctorate in nuclear engineering from the Universita’ di Milano and a Ph.D. in science of materials (condensed matter physics) from Stony Brook University in New York. He was a research fellow in Oxford in physics at Corpus Christi College. He previously served on the board of the International Swaps and Derivatives Association (2002-2011) and since 2001 has served on the board of the Global Association of Risk Professionals. He is a visiting lecturer in mathematical finance at Oxford University (OCIAM) and the author of several books and many journal articles.