Antonio Silva

Antonio Silva

Managing Director, Head of Analytics and Modeling and the Chief Risk Strategist at BlackRock

Antonio Baldaque da Silva, Managing Director, is the Head of Analytics and Modeling and the Chief Risk Strategist at BlackRock. Antonio manages a team of around 300 professionals across 8 global locations with deep expertise in the financial modeling, analytics and technology areas. Antonio heads the Analytics Executive Committee and the Financial Model Approval Committee and is a member of the Human Capital Committee and the Aladdin Product Group Executive Committee at BlackRock.

 

As head of the Analytics and Modeling, Antonio is responsible for defining and implementing the agenda at BlackRock along two major areas. The first one is the research, development and implementation of all financial models in Aladdin - BlackRock portfolio management platform. This encompasses single security pricing models, economy calibrations, portfolio return and risk models, scenario analysis, transaction costs, optimization and portfolio construction and macroeconomic models. 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. The second area focuses on supporting our client's and BlackRock's portfolio management process through tools and solutions that intersect these financial models with data and technology. This work spans investment teams, client businesses, product strategists and engineers at BlackRock.

 

As Chief Risk Strategist, Antonio is partnering with BlackRock's CRO and clients on risk-related research, models and strategies.

 

Antonio joined BlackRock in July 2015 as head of Portfolio Modeling within the Financial Modeling Group (FMG). Previously he was the Head of Portfolio Modeling at Barclays POINT. Antonio 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). Antonio is a member of the Editorial Board of the Journal of Portfolio Management.