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Rita Rosaria Gnutti is the Head of Market and Counterparty Risk Internal Models in the Risk Management department of Intesa Sanpaolo. Ms. Gnutti has been in the Risk Management function for the last 12 years and is also responsible for the Market and Counterparty Risk Architecture, regulatory reporting for Market and Counterparty Risk and the “Market Data Management Team” who covers scenario generation for internal models.
Ms. Gnutti’s main achievements in the regulatory area relate to development, use test, and application for approval for regulatory purposes of Internal Models:
At present her team is in charge of regulatory development regarding prudential Market and Counterparty Risk framework (FRTB program for market risk; SA-CCR methodology for standardized counterparty credit risk capital requirements)
Prior to joining Risk Management Ms. Gnutti was responsible for projects relating to the trading rooms, covering from the front office point of view and OTC derivatives operations.
Ms. Gnutti holds a Degree in Economics at Università Cattolica del Sacro Cuore Milano where she achieved a high score of 110/110 cum laude. She has also gained the ‘Premio Agostino Gemelli’ reward as top graduate for the 1992 Academic Year.