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Evan Picoult is a Managing Director and head
of the Risk Methods and Analytics Unit within
the Risk Architecture Department of Citigroup.
Risk Architecture has global responsibility
for establishing the risk infrastructure of
Citigroup across all of its businesses around
the world. The primary function of the Risk
Methods and Analytics unit is the development
and enhancement of methods for measuring and
analyzing the risks of the firm, including economic
capital.
Dr.
Picoult joined Citibank in 1980 in systems development,
transferred to a trading desk in 1986 and has
worked in internal risk management since 1988.
In the past he advised Citibanks Market
Policy Committee and its Credit Risk Policy
Committee on risk issues. He is frequently invited
to lecture on risk topics at professional conferences
and at universities. Dr. Picoult is the North
American co-chair of ISDAs Risk Management
Committee. Over the years he has actively participated
on several ISDA task forces which were set up
to respond to regulatory proposals regarding
risk based capital. Dr. Picoult is also on the
Advisory Board of Carnegie-Mellon Universitys
Master of Science in Quantitative Finance program.
Dr.
Picoult has a Ph.D. in experimental particle
physics from Columbia University and an MBA
from Columbia Universitys Graduate School
of Business.
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