Eduardo Canabarro is the managing director and global head of the quantitative risk groups in the Morgan Stanley’s Risk Management organization. His responsibilities include the development of the quantitative models used to measure market, credit, operational risks and economic capital, the independent validation of the pricing models used by the bank's trading desks, and the calculation of the model-based regulatory capital measures.

Prior to Morgan Stanley, Eduardo has also worked for Lehman Brothers, Goldman Sachs and Salomon Brothers in various quantitative modeling positions.

Through his 17-year investment banking career, Eduardo has written various articles that were published in the Journal of Financial Engineering, Journal of Fixed Income, The Journal of Risk Financing, Journal of Risk and Re-Insurance, and RISK magazine. His co-authored articles Counterparty Risk: Measurement and Pricing (2003) and Analyzing Counterparty Risk (2003) were influential in the current industry practices on counterparty risk pricing (CVA) and in the conceptualization of the Basel II framework on counterparty credit risk.

In 2010, Risk Books published the book Counterparty Credit Risk: Measurement, Pricing and Hedging which was edited by Eduardo and contains contributions of a set of world-class professionals in the field.

Eduardo has a BS in Electrical Engineering and an MBA in Finance from U.F.R.G.S. Brazil, and an MS and a PhD in Finance from the University of California at Berkeley, USA.