Former Pimco rates and fixed income head joins Edhec-Risk institute

The Edhec-Risk Institute has announced former Pimco’s global head of Rates and FX Research Riccardo Rebonato has joined the institution as well as the Edhec faculty.

Previously, he also held a number of positions at Royal Bank of Scotland including head of Front Office Risk Management and head of Clients Analytics, global head of Market Risk and global head of Quantitative Research.

Prior to joining RBS, he was head of Complex IR Derivatives Trading and head of Derivatives Research at Barclays Capital.

Rebonato served on the board of ISDA (2002-2011), and has been on the Board of GARP since 2001.

He was a visiting lecturer in Mathematical Finance at Oxford University (2001-2015).

Professor Lionel Martellini, Director of EDHEC-Risk Institute, commented: “We are truly delighted to welcome Riccardo to our team.

“A world leading expert in interest rate risk modelling and management, he will further strengthen our expertise in fixed-income securities, a subject already covered at EDHEC-Risk Institute by Professors Frank Fabozzi and Dominic O’Kane, as well as Research Director, Vincent Milhau.

“Fixed-income investing is a strategic area of development for our institute, with a number of increasing relevant questions for investors, including smart harvesting of interest rate and credit risk premia, the impact of a zero-interest rate environment on bond portfolio management, or efficient interest rate risk management in retirement investing solutions.”

Adrien Paredes-Vanheule
Adrien Paredes-Vanheule is deputy editor and French-Speaking Europe Correspondent for InvestmentEurope, covering France, Belgium, Geneva and Monaco. Prior to joining InvestmentEurope, he spent almost five years writing for various publications in Monaco, primarily as a criminal and financial court reporter. Before that, he worked for newspapers and radio stations in France, in particular in Lyon.

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