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Alumni 2014/2015

Business Analyst at Invitalia

Stefania Almonte

Thesis: "Assessing the predictive ability of financial variables through a mixed frequency approach: some evidence from the Italian case" Supervisor: Prof. Gianluca Cubadda
Market Risk Officer at ABN AMRO Bank N.V.

Raffaella Arnone

Thesis: "Econometric analysis of Value-at-Risk and Expected Shortfall" Supervisor: Prof. Tommaso Proietti
Manager at EY, Luxembourg

Alessandro Avoli

Thesis: "The CDS spread and spread charge determinants in the US Market" Supervisor: Prof. Marianna Brunetti
Administrative Assistant at Moore Stephens, Honduras

Douglas Baggia Zuniga

Thesis: "Succession Process In Family Owned Businesses in Honduras: Incorporating new young members" Supervisor: Prof. Luca Gnan
Credit Analyst at AlmavivA

Salvatore Barrano

Thesis: "The Implied volatility as a risk predictor: the case of Brexit" Supervisor: Prof. Gianni Nicolini

Laura Carnevali

Thesis: "An Empirical Analysis of the Italian attitude toward Mortagage Refinancing" Supervisor: Prof. Rocco Ciciretti
Investment Professional at Gardant, Rome

Lorenzo Cordiner

Thesis: "Statistical Arbitrage with Index Options: An Empirical Study of the European Option Market" Supervisor: Prof. Marianna Brunetti
SAP BPC Consultant at Engineering Ingegneria Informatica Spa

Alessandro Cortesini

Thesis: "Test on Fama French factor on Hong Kong Singapore and India stock market" Supervisor: Prof. Rocco Ciciretti
Risk Data Management at Cassa Centrale Group

Consuelo Giacomazzi

Thesis: "Optimization of CFDs portfolio implementing SMA technique" Supervisor: Prof. Gianni Nicolini
Financial Advisor at Poste Italiane, Rome

Stefano Iasenzio

Thesis: "A Vector Heterogeneous Autoregressive Index Model for Realized Volatility: some empirical results for European Equity Indexes" Supervisor: Prof. Gianluca Cubadda
Cross-boarding fashion luxury department at GENERTEC ITALIA SRL, Milan

Xuyang Jiao

Thesis: "Are There Tournaments in Mutual Funds?" Supervisor: Prof. Stefano Herzel
Associate Director at Fitch Ratings, London

Francesco Luzzi

Thesis: "News related to macroeconomic variable as risk factors on equity returns: evidence from Asian markets" Supervisor: Prof. Rocco Ciciretti
Financial Economics Research at SFI Swiss Finance Institute

Andrea Maino

Thesis: "Time Varying Dependence and Panic Copula model for Risk Measurements" Supervisor: Prof. Stefano Herzel
Data Science Product Manager at Admiral Group, Rome

Luka Petrilli

Thesis: "Undirected Graphs for Large Scale Portfolios of European Stocks" Supervisor: Prof. Tommaso Proietti
Cost Controller at Experian

Denitza Petrova

Thesis: "On Psychological Barriers and Price Behaviors: Evidence from Eastern European Markets" Supervisor: Prof. Gianni Nicolini
Vice President, Equity Quant at Citi, London

Pier Francesco Procacci

Thesis: "Flexible Bayesian Framework in Portfolio Construction: Entropy Pooling" Supervisor: Prof. Ugo Pomante
Business Data Analyst at Intesa Sanpaolo, Turin

Antonio Riccardo

Thesis: "Vector Heterogeneous Autoregressive Index Model: an application on NYSE Major Banks' assets" Supervisor: Prof. Gianluca Cubadda
Independent Junior Portfolio Manager

Francesco Rinaldi

Thesis: "Portfolio construction and valuation: machine learning techniques applied to quantitative trading system" Supervisor: Prof. Ugo Pomante
Sales Manager at Schroders, Milan

Christian Romaniello

Thesis: "Central Couterparties: A numerical implementation of the default waterfall" Supervisor: Prof. Stefano Herzel
Global Functions Controller at Angelini Pharma

Simone Santurelli

Thesis: "The impact of reputation on banks liquidity risk: a study of Italian listed banks" Supervisor: Prof. Vincenzo Farina
Senior Analytics Translator at ConTe.it - Admiral Group, Rome

Simone Sardo

Thesis: "Sovereign CDS: how the default probability influence the market" Supervisor: Prof. Gianni Nicolini
Data Analyst at PRA Group, London

Roberto Scalia

Thesis: "Forecasting Real Estate Prices" Supervisor: Prof. Tommaso Proietti
PhD Candidate at SFI Swiss Finance Institute

Korsaye Sofonias Alemu

Thesis: "Artificial Neural Networks for Implied Volatility Surface: Construction and Dynamics" Supervisor: Prof. Cesare Robotti
Quoting Manager Lead at GTT

Bilyana Svetlomirova

Thesis: "Cryptocurrency: Nature and Features" Supervisor: Prof. William De Ascaniis
Buyer at SILATECH SRL, Rome

Gessica Taraborelli

Thesis: "The management of a real estate fund" Supervisor: Prof. Ugo Pomante
Institutional Client Service & Sales Support at Banca Finnat Euramerica

Guglielmo Verneau

Thesis: "Loss estimation in structured credit products" Supervisor: Prof. Stefano Herzel