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Evan Picoult is a Managing Director within Citi’s Risk Architecture Department as well as an Adjunct Professor in the Decision, Risk and Operations Department of Columbia University’s Business School. Over the last few years he has focused on firm-wide projects regarding Basel-II, BII-a, and Basel-III, stress testing and the enhancement of the measurement, implementation and use of Economic 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 Citi for measuring market risk and counterparty credit risk. He is a frequent lecturer on risk topics at professional conferences, regulatory conferences and at universities and has published a number of articles on risk topics.

He is 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. For the last 15 years he has also very actively worked on Basel issues as a member of several industry associations’ working groups. For several years, until 2008, he was also on the board of directors of the IACPM (International Association of Credit Portfolio Managers).

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, he returned to Columbia part time to obtain an MBA in finance from the Executive MBA program of Columbia’s Business School. Since 2006 he has been an Adjunct Professor in the Decision, Risk and Operations department of Columbia’s Business School where he teaches the Risk Management course.

 
 

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