Glenn Perillo

Mr. Glenn Perillo, CFA MBA, is a Chief Risk Officer at LibreMax Capital LLC.
He is a member of the firm’s investment, risk and valuation committees.
Prior to joining LibreMax Capital in April 2012, he was head of securitized products at Citadel Investment group where he was responsible for managing portfolios of distressed RMBS.
Throughout his three year time period at Citadel, Mr. Perillo was also responsible for development of Citadel’s mortgage credit models and valuation platform.
Prior to joining Citadel, he was with the portfolio management group at BlackRock, where he specialized in managing RMBS for institutional clients.
He also served as Head of Mortgage Research and Co-Head of Financial Modeling at BlackRock Solutions.
He was with BlackRock for ten years prior to joining Citadel.
Previous to Blackrock, he was Investment Vice President & Portfolio Manager at New York Life Insurance Company.
He holds an MBA in Finance and a master’s degree in Statistics and Operations Research from New York University (1996).
He received a bachelor’s degree in Computer Engineering from the University of South Florida (1985).
He is a CFA charter holder.