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Rina Callisto is a seasoned professional in quantitative risk management, currently serving as Senior Quantitative Risk Manager at the National Futures Association since July 2017. Prior to this role, Rina held positions at LCH as US Risk Manager and Risk Analyst from April 2012 to July 2017, and worked at DANIX LLP Global Macro Hedge Fund as Risk Manager from September 2010 to April 2012, where responsibilities included the development of custom risk management tools and performance attribution. Rina's career began as a Junior Analyst at MPS Capital Services in 2008, focusing on bond securities trading. Academic credentials include an MSc in Finance and Econometrics from Queen Mary University of London, an MSc in Quantitative Finance from Università di Siena, and a BSc in Economics of Financial Markets from the same institution.