We were discussing this question at dinner this evening: Who is the last mathematician who had an understanding of a large proportion of mathematics (at the time they were alive)?
I think it is safe to say that the mathematician lived and worked before the secong world war. After that period it has become impossible to aquire knowledge of such a large and rapidly growing subject.
Picard (1856-1941) was the best suggestion we have come up with because he published research papers and wrote text books in a vast range of different mathematical subjects.