Capco, a global business and technology consultancy dedicated solely to the financial services industry, today announced that Professor Damiano Brigo, Imperial College's Head of the Mathematical Finance Research Group (Department of Mathematics), will lead the Capco Institute and become the new editor-in-chief of the award-winning Capco Journal.
Brigo will continue Capco's ongoing linkage with the work of academics and active practitioners within the financial services industry.
The Capco Institute - with its online discussions, commentaries and regular conferences (in association with renowned institutions such as Cass Business School in London and Baruch's Zicklin School of Business in New York) provides a leading forum for debate on key industry issues. The Institute's Journal of Financial Transformation is a multi-award-winning, independent publication with a mission to deliver thinking that advances the field of applied finance. The latest edition of The Capco Journal of Financial Transformation Issue 35 focused on Applied Finance - published in association with Baruch's-Zicklin School of Business can be viewed here.
Brigo states, "I am delighted to be taking the lead role with the Capco Institute and Journal at a time when deep understanding of the key issues that drive the international financial industry has never been more important. The Journal is definitely a respected body of knowledge among practitioners and academics I am proud to be on board and be in a position to share my industry and academic expertise to guide the next stage of development both of the Institute and Journal."
Rob Heyvaert, Capco founder, chairman and CEO and member of the executive management team of Capco's parent company FIS, confirms, "The appointment of Professor Brigo represents a real profile of excellence for Capco and his arrival shows the stature we command among leading academics. I am confident he will push the boundaries of our insights even further, as we continue our journey to help in forming the future of finance."
Professor Brigo continues, "I will be working to further raise the profile of the Institute and the Journal and I look forward to forging strong new links between our academic and client communities at a time that continues to be both challenging and fascinating for the financial services industry. I see this appointment as an opportunity where, along with Capco thought leaders, we can positively impact the financial services industry and the role it has to play in the economy and society."
Before taking up his appointment at Imperial College, Professor Brigo was Gilbart Professor at King's College, London. Brigo's industry career includes roles as global head of QA at Fitch Solutions and extensive experience as an investment and commercial banking practitioner at Banca Intesa and Banca IMI. He is a prolifically cited authority on risk and a widely published author and co-author of titles including Counterparty Credit Risk Collateral and Funding, Credit Risk Frontiers, Credit Models and the Crisis, and the field reference Interest Rate Models: Theory and Practice. Married with two young children and resident in London, he relaxes occasionally with the alternative forms of managed risk provided by mountain climbing and motor cycling.