Roberto Silvotti: CV
positions in finance
Chenavari Investment Managers Luxembourg: Director (since Feb
2012) & Risk Conducting Officer (since Jul 2014)
Chenavari Multi Strategy Credit Fund, Cayman: Director (since Oct
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)
(with brief description)
Scuola Normale Superiore, Pisa (1998 –1999): Guest Professor of Mathematics.
Max Planck Institut für Mathematik, Bonn (1997–1998): Guest Professor of
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
Institute for Advanced Study, Princeton (NJ) (1989 –1990): Member of the School
of Mathematics.
research and
Grants and
1994, 1998: Guest researcher, Institute des Hautes Etudes Scientifique., Bures--sur—
1996, 1997: Guest researcher and lecturer, Eidgenossische Technische Hochschule,
1995: Guest researcher and lecturer, Scuola Normale Superiore, Pisa
1995: Guest researcher and lecturer, Scuola Internazionale Superiore Studi Avanzati,
1993: Guest researcher and lecturer, Institute of Theoretical and Experimental Physics,
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
 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.

Roberto Silvotti: CV