Alexander has more than 10 years of experience in finance in different countries across Europe and is currently of GraphRisk, a company aimed at promoting the use of graphical models in risk management and asset allocation, and Senior Advisor to Risk Dynamics. He is currently involved in projects preparing major US and European banks for the CCAR/EBA stress testing exercises.
Alexander was a Senior Team Leader in the wholesale modelling team at the Royal Bank of Scotland, where his responsibilities included development of the stress testing methodology, country risk ranking and early warning indicators used in the investment bank plus development of EAD and LGD models. Prior to that, he worked in the Royal Bank of Scotland as a Fixed Income Structure leading the Tail Hedging project of the bank. He provided advice and devised hedging products for big institutional clients (Pension Funds and Insurance Companies). Before joining RBS, Alexander was in charge of the Basel II/III implementation project for the European Investment Bank (EIB) and European Investment Fund (EIF). He was also leading the stress testing exercises both for the EIB and the EIF. He participated in the engineering of both the EFSF (European Financial Stability Facility) and the ESM (European Stability Mechanism). Prior to that, he covered different specialist and managerial positions in risk management departments in different large international groups such as National Bank of Greece, Societe Generale and BNP Paribas.
Alexander holds degrees in Mathematical Finance (University of Oxford) where, after graduating, he taught Bayesian risk management. He also holds a BSc and MSc in Engineering Physics (University of Rome). He is author of papers in finance on topics ranging from stress testing to asset allocation.