Antonio Silva

Chief Risk Strategist & Head of the Financial Modeling Group at BlackRock Solutions

Antonio Baldaque da Silva, Managing Director, is the Chief Risk Strategist and the Head of the Financial Modeling Group at BlackRock Solutions. As Chief Risk Strategist, Mr. Silva is partnering with clients on risk-related approaches, models and strategies. As Head of the Financial Modeling Group, he is responsible for the research, implementation and surveillance of all single security pricing and portfolio models delivered through the BlackRock Aladdin platform. Examples of these models are: Prepayment Behavior, Yield Curve, Risk, Scenario Analysis, Return Attribution and Portfolio Construction. The models are widely used both internally at BlackRock as well as by external clients, that represent some of the largest Asset Managers, Banks, Insurance Companies, Pension Funds, Hedge Funds and Endowments in the world.

 

Mr. Silva joined BlackRock in July 2015. Previously he was the Head of Portfolio Modeling at Barclays POINT. Mr. Silva published extensively on portfolio quantitative models across many different asset classes, contributing, namely to the "Handbook of Fixed Income" by Frank Fabozzi. He presented his research at major Official Institutions (such as the European Central Bank), Academic Institutions (such as MIT Sloan) and Conferences (such as the GARP Annual Convention). Mr. Silva is a member of the Editorial Board of the Journal of Portfolio Management.

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Mr. Silva has a MA and PhD in Economics from Northwestern University.

 

Antonio Silva

Chief Risk Strategist & Head of the Financial Modeling Group at BlackRock Solutions

Antonio Baldaque da Silva, Managing Director, is the Chief Risk Strategist and the Head of the Financial Modeling Group at BlackRock Solutions. As Chief Risk Strategist, Mr. Silva is partnering with clients on risk-related approaches, models and strategies. As Head of the Financial Modeling Group, he is responsible for the research, implementation and surveillance of all single security pricing and portfolio models delivered through the BlackRock Aladdin platform. Examples of these models are: Prepayment Behavior, Yield Curve, Risk, Scenario Analysis, Return Attribution and Portfolio Construction. The models are widely used both internally at BlackRock as well as by external clients, that represent some of the largest Asset Managers, Banks, Insurance Companies, Pension Funds, Hedge Funds and Endowments in the world.

 

Mr. Silva joined BlackRock in July 2015. Previously he was the Head of Portfolio Modeling at Barclays POINT. Mr. Silva published extensively on portfolio quantitative models across many different asset classes, contributing, namely to the "Handbook of Fixed Income" by Frank Fabozzi. He presented his research at major Official Institutions (such as the European Central Bank), Academic Institutions (such as MIT Sloan) and Conferences (such as the GARP Annual Convention). Mr. Silva is a member of the Editorial Board of the Journal of Portfolio Management.

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Mr. Silva has a MA and PhD in Economics from Northwestern University.