The leading knowledge platform for the financial technology industry
The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

JPMorgan’s D’Angelo Adds Reference Data Role to His CV

After more than seven years with investment banking group JPMorgan Worldwide Securities Services, Ludwig D’Angelo has added a new reference data string to his financial services bow. D’Angelo, who has been focused on the front office as North American regional manager for trading technology for the last five years, is now in charge of the firm’s instrument reference data function.

Proof, yet again, that the front office function is becoming more closely aligned with the back office and the importance of reference data for the whole organisation is much clearer than ever before, D’Angelo is charged with overseeing the firm’s utility approach to instrument data. Given his market data and front office focused experience, D’Angelo will likely bring a vital downstream perspective to the overall project.

D’Angelo’s appointment comes in the wake of chief data officer (CDO) Peter Serenita’s exit last year. After 28 years of loyal service at JPMorgan, Serenita was poached by HSBC to take on the role of managing director and global head of Entity Services for its Global Banking and Global Markets division.

Serenita was the first ever CDO for JPMorgan’s Worldwide Securities Services and global head of Worldwide Securities Services Pricing Operations, two roles that he held for a period of three years. At the bank, he was charged with the further development of a centre of excellence for data management practices in order to measure STP rates for data and tackle the root causes of data errors.

D’Angelo will be supporting these endeavours in his new role. Prior to joining JPMorgan back in 2003, D’Angelo was managing principal at consultancy firm Capco for a couple of years, before which he was senior manager at KPMG Consulting for three years. Prior to this, he worked for Bankers Trust, the Swiss Banking Corporation and was director of real-time product marketing at Reuters for three years.

D’Angelo began his financial services career as a prop derivatives trader at Oppenheimer & Co back in 1985.

Related content

WEBINAR

Recorded Webinar: Entity identification and client lifecycle management – How financial institutions can drive $4 billion in cost savings

A new model in Legal Entity Identifier (LEI) issuance has created significant opportunities for financial institutions to capitalise on their KYC and AML due diligence. By becoming Validation Agents and obtaining LEIs on behalf of their clients, financial institutions can enhance their client onboarding experience, streamline their internal operations, and open the door to new,...

BLOG

LIBOR’s End Should be a New Beginning for Corporate Treasuries’ Data Management

By Neil Sandle, Head of Product Management, Alveo. For many treasuries, LIBOR (London Interbank Offered Rate) is one of their most critical benchmarks. Together with the exchange rates of major currencies it is an essential piece of data, underpinning contracts worth trillions of dollars. The long-standing centrality of LIBOR is why well-publicised global moves to...

EVENT

RegTech Summit Virtual

The RegTech Summit Virtual is a global online event that brings together an exceptional guest speaker line up of RegTech practitioners, regulators, start-ups and solution providers to collaborate and discuss innovative and effective approaches for building a better regulatory environment.

GUIDE

Regulation and Risk as Data Management Drivers

A-Team Group recently held a webinar on the topic of Regulation and Risk as Data Management Drivers. Fill in the form to get immediate access to the accompanying Special Report. Alongside death and taxes, perhaps the only other certainty in life is that regulation of the financial markets will increase in future years. How do...