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Stefano Pasquali Managing Director, Head of Liquidity Research at BlackRock

Profile

Stefano Pasquali, Managing Director, is the Head of Liquidity Research Group at BlackRock Solutions. As Head of Liquidity Research, Mr. Pasquali is responsible for market liquidity modelling both at the security and portfolio level. His responsibilities include defining cross asset class models and developing innovative machine learning based approaches to better estimate market liquidity. Mr. Pasquali is developing as well methodologies to estimate funding liquidity and better Redemption at Risk.


Previous to Blackrock, Mr. Pasquali oversaw research and product development for Bloomberg's liquidity solution and before that he held senior positions at several European banks and asset management firms.


Mr.Pasquali was a researcher in Theoretical and Computational Physics and as a strong believer in academic contribution to the industry, he has engaged in various conversations and collaborations with universities from the US, UK, and Italy. He also participates as a supervisor in the Experiential Learning Program and Masters of Quantitative Finance Program based at Rutgers University, along with tutoring students in research activities