Dr. Carlos Blanco
Dr. Carlos Blanco, Senior Consultant of Black Diamond Risk Enterprises, is an expert in energy, commodity, and financial derivatives, risk management and modeling and lectures extensively on topics related to market, credit, liquidity and enterprise wide risk management, financial and energy derivatives pricing, hedging and other risk topics. He has published over 100 articles on financial and commodity risk management and modeling and more recently on a wide range of ERM topics..
He has worked at Black Swan Risk Advisors with clients in North America, Europe, Africa and Asia. Carlos is a former VP, Risk Solutions at Financial Engineering Associates. There, he worked over six years as an essential contributor in the development of the financial and energy derivatives pricing and market risk management models (VaR, Stress Tests, Backtesting) of the firm, and providing strategic and tactical leading-edge risk advisory and educational services to over 200 investment banks, asset managers, derivatives trading firms, non-financial corporations and hedge funds worldwide. He also managed the world-class support and professional services department within the firm.
Prior to FEA, Carlos worked for a hedge fund specialized in Emerging Markets, and an asset management firm in Madrid, Spain. He is a former regional director of the Professional Risk Managers’ International Association (PRMIA) He has a Ph.D. in Finance from Universidad Complutense, Madrid and was awarded “Magna Cum Laude”.
Carlos is an experienced instructor, and has designed and conducted over 50 training workshops and seminars on market, credit, counterparty, and enterprise risk measurement and management and derivatives pricing and hedging for leading financial institutions and trading firms for a wide variety of audiences including risk managers, portfolio managers, senior management, heads of trading, CFOs, internal auditors, and quantitative analysts.
Carlos is a lecturer at the Finance department at the University of California, Berkeley since 2005. He is a Research Associate at the Center for Risk and Insurance Studies at Nottingham University and holds a similar position at Universidad Complutense Madrid. In addition, he has been a member of the scientific committee of the European Risk Research Network since 2006.Contact Information: Phone: 925.746.7186Fax: 925.746.4236 Email: