Evan Picoult is a Managing Director within Citigroup’s Risk Architecture Department.  Risk Architecture is a corporate center function with responsibilities for the developing and enhancing Citigroup’s risk infrastructure, including risk analytics, risk policies, risk systems and risk reporting.  Over the last few years Evan has focused on Citigroup-wide projects regarding Basel II and the enhancement of the measurement, implementation and use of risk capital. 

Evan joined Citibank in 1980 in systems development, transferred to a trading desk in 1986 and has worked in internal risk management since 1988.  He has led the development of the methods used at Citigroup for measuring market risk and counterparty credit risk; has managed teams responsible Citigroup’s internal obligor rating models and credit risk capital model; and has been one of the developers of Citigroup’s firm-wide risk capital methodologies.  He is a frequent lecturer on risk topics at professional conferences, regulatory conferences and at universities and has published a number of articles on a range of risk topics. 

Evan is on the Board of Directors of the IACPM (International Association of Credit Portfolio Managers).  He is also on the Advisory Board of the IAFE and is co-head of the IAFE Credit Risk Committee.  He has been the North American co-chair of ISDA’s Risk Management Committee since the mid-1990’s.   He has also actively served on several industry associations’ working groups on Basel II. 

Evan has multi-departmental ties to Columbia University.  He has a Ph.D. in experimental particle physics from the Columbia’s Physics Department, did post-doctoral research on visual perception and taught in Columbia’s Psychology Department, and after joining Citibank returned to Columbia part time, in its Executive MBA program, to obtain an MBA in finance from its Graduate School of Business.