Marco Prete
About Marco Prete
Marco Prete is a Liquidity and Non-Traded Market Risk Manager at Investec in London, where he has worked since 2016. He has extensive experience in risk management, having held positions at various financial institutions and holds advanced degrees in Physics and Business Administration.
Work at Investec
Marco Prete has been employed at Investec since 2016, where he serves as the Liquidity and Non-traded Market Risk Manager. In this role, he focuses on the development and implementation of liquidity stress testing parameters. He benchmarks these parameters against the European Banking Authority's (EBA) Liquidity Stress Testing exercises. His responsibilities include ensuring that the Chief Risk Officer (CRO) and senior management are informed about emerging risks and potential remedial actions through internal reporting and forecasting.
Previous Experience in Risk Management
Prior to his current position, Marco Prete held several roles in risk management. He worked as a Market Risk Analyst at Sella Holding Banca from 2008 to 2010. He then served as a Treasury Risk Manager at RBS International for one year, followed by a four-year tenure as a Financial Risk Manager at NIBC Bank in The Hague. Before joining Investec, he was a Manager in Risk Analytics at Baringa Partners for one year in London.
Education and Expertise
Marco Prete holds a Bachelor of Science in Physics from the University of Turin, where he studied cum laude from 2002 to 2005. He furthered his education with a Master of Science in Physics of Fundamental Interactions, focusing on Particle Physics and Quantitative Finance, from 2005 to 2008 at the same university. Additionally, he obtained an Executive MBA in Business Administration from the Rotterdam School of Management, Erasmus University, in 2014. His expertise includes aligning internal non-traded market risk models with international regulatory requirements.
Regulatory Contributions
In his current role and previous positions, Marco Prete has contributed to regulatory reporting processes. He is involved in the board-approved Interest Rate Risk in the Banking Book (IRRBB) and Foreign Exchange Risk in the Banking Book (FXRBB) Risk Appetite and ICAAP Pillar 2A IRRBB policies and methodologies. He also plays a key role in regulatory reporting for the PRA FSA017 return and SARB BA610 related to IRRBB.