Alberto Scalari has over 20 years of front line risk management experience in Equities Credit and Commodities with responsibility for all aspects of Market Risk including the approval of sizeable trades new products and pricing models drafting risk policies limits designing stresses.

In his first years in Investment Banks he led projects on stress test VaR methodology and model risk at Societe Generale in Paris and at Citigroup in London. Subsequently he joined Barclays where he became the regional head of Equity Market Risk in Europe (London) Asia Pacific (Hong Kong) and the US (New York). In this capacity he was responsible for the market risk of the regional Equity portfolios deciding on sizeable trades such as blocks corporate derivatives and exotics setting risk limits and representing the Bank to the regional regulators.

His working experience includes a year with KPMG where he documented the Barra models for the Investment Management Group of Morgan Stanley.

Over the past three years Scalari has been in charge of designing and implementing the Capital Markets and Counterparty Credit Stress testing Framework at Bank of Montreal (BMO).

Scalari holds a Ph.D. in Mathematics with a thesis in Several Complex Variables and has five publications in international journals. His work relates to the propagation of solutions of differential equations on manifolds embedded in several dimensional complex spaces.