Marco Prete Kirby
About Marco Prete Kirby
Marco Prete Kirby serves as the Head of Liquidity and IR Policy, Methodology & Stress Testing at Investec, where he has worked since 2020. He has extensive experience in risk management across various financial institutions, including NIBC Bank and RBS, and holds degrees in Physics and Business Administration.
Work at Investec
Marco Prete Kirby currently holds two significant roles at Investec. He has been the Head of Liquidity and IR Policy, Methodology & Stress Testing since 2022, where he oversees the development and implementation of liquidity strategies and stress testing methodologies. Additionally, he has served as the Head of Liquidity Risk Management since 2020, focusing on managing liquidity risks and ensuring compliance with regulatory standards. His work involves leading initiatives aimed at optimizing risk reporting processes while adhering to BCBS239 compliance.
Previous Experience at NIBC Bank
Before joining Investec, Marco Prete Kirby worked at NIBC Bank in various capacities. From 2011 to 2014, he served as the Traded and Non-Traded Market Risk Manager, where he managed market risks associated with trading activities. He later worked as a Counterparty Credit Risk Modelling specialist from 2014 to 2015, focusing on developing models to assess counterparty risks. His experience at NIBC Bank contributed to his expertise in risk management and regulatory compliance.
Education and Expertise
Marco Prete Kirby holds a BSc in Physics and an MSc in Physics with a focus on Particle Physics and Quantitative Finance from Università degli Studi di Torino. He also earned an Executive MBA in Business Administration and Finance from Rotterdam School of Management, Erasmus University. His educational background supports his specialization in risk model setup and validation, regulatory metrics calculations, and liquidity risk management.
Career at Other Financial Institutions
In addition to his roles at Investec and NIBC Bank, Marco Prete Kirby has held positions at several other financial institutions. He worked as a Treasury Risk Analyst at RBS from 2010 to 2011, where he analyzed treasury-related risks. He also served as a Market Risk Analyst at Sella Holding Banca from 2008 to 2010. Furthermore, he was a Manager in Risk Analytics at Baringa Partners from 2015 to 2016, where he managed risk analytics projects.
Specialization in Risk Management
Marco Prete Kirby specializes in the setup and validation of risk models, including stress testing and reverse stress testing. He has expertise in implementing regulatory metrics calculations such as Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Risk-Weighted Assets (RWAs). His work involves regulatory interpretation, impact analysis, and compliance assessment, ensuring that the organizations he works with adhere to necessary regulations and standards.