Angelo is currently heading the Quantitative Credit, Insurance & Risk Research team at Paribas. The team is responsible for developing pricing and hedging models for Credit Derivatives, Convertible Bonds, Insurance Derivatives and credit risk management tools for managing the bank’s overall credit exposure. Prior to joining Paribas he worked at Lehman Brothers in NY and BZW in London. Angelo studied finance and economics at the University of California and the London School of Economics. He continued his studies in the PhD program in Finance at the Business School at the University of Chicago.