Capco Institute Taps Academic, Credit Risk Vet

Business and technology consultancy Capco has appointed Damiano Brigo as director of the Capco Institute and editor-in-chief of its Capco Journal of Financial Transformation, which the Institute publishes three times per year.

In addition to his new role, Brigo remains professor and co-head of the mathematical finance research group at Imperial College, London and managing editor of the International Journal of Theoretical and Applied Finance, prior to which he was managing director at Fitch Solutions and global head of CDO (collateralized debt obligation) modeling at Fitch Ratings, and spent almost nine years at Banca IMI, including as head of credit models.