Roberto Silvotti: CV Professional positions in finance Current: Chenavari Investment Managers Luxembourg: Director (since Feb 2012) & Risk Conducting Officer (since Jul 2014) Chenavari Multi Strategy Credit Fund, Cayman: Director (since Oct 2009) Chenavari Investment Managers, Guernsey: Director (since Jun 2013) Chenavari Investment Managers, London (Feb 2012 – Jan 2014): Chief Risk Officer Royal Bank of Scotland, London (Sep 2007 – May 2008): Co-Head of StructuredCredit and Head of Index Strategy. Dresdner Kleinwort, London (Jun 2005 – Sep 2007): Managing Director. Head of Derivatives Structuring and New Products Development. Calyon, London (Jan 2002 – Apr 2005): Managing Director, Global Head of Structured Credit, Derivatives & CDO Trading. Goldman Sachs, Derivatives Analysis, Firmwide Risk, London (Sep 2000 – Jan 2002): Executive Director. Point person for the group’s work on Credit Derivatives. Risk Management & Research, Banca Intesa, Milano (Oct 1999 – Aug 2000): Responsabile Credit Derivatives. (with brief description) Academic positions (with brief description) Scuola Normale Superiore, Pisa (1998 –1999): Guest Professor of Mathematics. Max Planck Institut für Mathematik, Bonn (1997–1998): Guest Professor of Mathematics. Institute for the Mathematical Sciences, SUNY at Stony Brook (NY) (1995 – 1997): The Simons Fellow in Math & Physics. Dept. of Mathematics, Columbia University, New York (1990 – 1995): Ritt Assistant Professor of Mathematics. Mathematical Sciences Research Institute, Berkeley (CA) (1991): Postdoctoral Fellow. Institute for Advanced Study, Princeton (NJ) (1989 –1990): Member of the School of Mathematics. Academic short-term research and teaching positions Grants and awards Education 1994, 1998: Guest researcher, Institute des Hautes Etudes Scientifique., Bures--sur— Yvette 1996, 1997: Guest researcher and lecturer, Eidgenossische Technische Hochschule, Zürich 1995: Guest researcher and lecturer, Scuola Normale Superiore, Pisa 1995: Guest researcher and lecturer, Scuola Internazionale Superiore Studi Avanzati, Trieste 1993: Guest researcher and lecturer, Institute of Theoretical and Experimental Physics, Moscow 1997: Guest researcher and lecturer, Tokyo Metropolitan University, Tokyo 1995 - 1998: Principal Investigator on US National Science Foundation research grant (Geometric Analysis program) 1992 - 1995: Principal Investigator on US National Science Foundation research grant (Geometric Analysis program) 1987 - 89: Graduate study fellowship, Swiss National Foundation 1987: Research fellowship (Particle Physics), Fond. A. Della Riccia (Florence) PhD in Theoretical Physics, Universität Zürich Laurea in Fisica, Università di Pavia Selected publications F. Rapisarda and R. Silvotti: Implementation and performance of various stochastic models for interest rate derivatives. In Applied Stochastic Models in Business and Industry 17, Issue 1 (2001) 109-120. R. Silvotti: Topological vertex algebras. Seminari di Geometria Algebrica 1988-1999, Scuola Normale Superiore (1999)179-228. R. Silvotti: On the Poincaré polynomial of a complement of hyperplanes, Mathematical Research Letters 4 (1997) 645-661. D.H. Phong and R. Silvotti: The fusion matrix and Verlinde's loop operators in conformal field theory, Advanced Studies in Pure Mathematics 25 (1997) 285-317. R. Silvotti: On a conjecture of Varchenko, Inventiones mathematicae 126 (1996) 235-248. R. Silvotti: A factorization property of cohomology of the complement of a braid--type arrangement, Topology 37 (1998) 1213-1227. R. Silvotti: Local systems on the complement of hyperplanes and fusion rules in conformal field theory, International Mathematics Research Notices 1 (1994) 111-128. G. Felder and R. Silvotti: Conformal Blocks of Minimal Models on a Riemann Surface, Communications in Mathematical Physics 144 (1992) 17-40. G. Felder and R. Silvotti: Modular Covariance of Minimal Model Correlation Functions, Communications in Mathematical Physics 123 (1989) 1-15. G. Keller and R. Silvotti: Quantum Measure and Weyl Anomaly of Two-Dimensional NonLinear Sigma Models, Annals of Physics 183 (1988) 269-308.

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# Roberto Silvotti: CV