Senior Manager, Head of Wholesale Modelling (Risk Analytics and Models) @ From September 2010 to Present (5 years 4 months) Vice President (Capital and Credit Risk Modelling) @ Senior risk manager in Credit Suisse's Risk Measurement and Management department in London. Expertise in parameter estimation and rating model validation for Basel II IRB implementation. From February 2006 to September 2010 (4 years 8 months) Senior Associate @ Economist - Prudential standards for banks and investment firms From October 2003 to February 2006 (2 years 5 months) Junior Research Fellow @ Full-time Research Fellow with a specialisation in Financial Economics and Econometrics From October 2002 to October 2003 (1 year 1 month) Oxford, United KingdomPart-Time Lecturer @ Part-Time Lecturer in Microeconomic Theory From October 2001 to October 2002 (1 year 1 month) Research fellow @ From 2000 to 2001 (1 year) Rome Area, ItalyFinancial Analyst @ Credit rating and credit limit assessment From March 1996 to March 1997 (1 year 1 month)
Phd, MSc, Financial Economics/Econometrics @ University of Southampton From 1998 to 2002 Laurea, Economics and Econometrics @ Università Cattolica del Sacro Cuore From 1990 to 1995 Grazia Rapisarda is skilled in: Basel II, Econometrics, Banking, Credit, Risk Modeling, Investments, Quantitative Finance, Credit Risk, Quantitative Analytics, Derivatives, Financial Risk, Basel III, Capital Markets, Economics, Finance