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Michael Pellerito

SVP, Financial Engineering at Solve Advisors

Michael Pellerito is responsible for product development, strategic partnerships and growth initiatives for Solve’s real-time message parsing and market price data and valuation products.

Prior to joining Solve, Michael was head of Bloomberg BVAL Evaluated Pricing Service’s Government, Supranational, Agency and Corporate (GSAC) pricing group, having spearheaded the development of sophisticated pricing/risk models and overall growth of the evaluated pricing business. His work there culminated in Bloomberg’s the acquisition of Barclays Risk Analytics and Index Solutions Ltd. (BRAIS).

Prior to Bloomberg, Michael held trading, portfolio management and analyst positions at Morgan Stanley, BHF Capital, Natixis, and JPMorgan Chase.

Michael holds an MBA from Fordham University and a Bachelor of Engineering degree from the State University of New York at Stony Brook.


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