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Alumni 2015/2016

Quantitative Risk Manager at BTPSM- CFA Level 2

Cristiano Bernardi

Thesis: "Four Moments Portfolio Optimization: an Empirical Test" Supervisor: Prof. Ugo Pomante
Risk Management Trading Portfolios at Enel, Rome

Simone Cairone

Thesis: "The inductive research of the change in decision-making of family business founder" Supervisor: Prof. Tommaso Proietti
Strategic Partnerships Account Manager at Aircall, Paris

Eduardo Capuano

Thesis: "P2P Lending in a portfolio optimization environment" Supervisor: Prof. Ugo Pomante
Financial Controller at Enel, Rome

Stefano Carrozzi

Thesis: "Negative Rates in the SABR Model" Supervisor: Prof. Stefano Herzel
Portfolio Manager at Arca Fondi SGR, Milan

Giulia Cesaroni

Thesis: "Contingent Convertible Bonds - A Market-Conform Equity Derivative Model" Supervisor: Prof. Stefano Herzel
Expert at Bank of Italy

Marianna D'Aria

Thesis: "The Credit Valuation Adjustment: Regulation and Implementation" Supervisor: Prof. Stefano Herzel
Alternative Investment Specialist at Gruppo Assicurativo Poste Vita, Rome - CFA Level I Candidate

Francesco Fazzi

Thesis: "The Evolution in Portfolio Construction: Different Approaches of Optimization" Supervisor: Prof. Ugo Pomante
Junior Campaign Manager (CRM) at HelloFresh

Jacopo Genovese

Thesis: "The Growth of Reits Market in East Asia" Supervisor: Prof. Ugo Pomante

Cristina Gentile

Thesis: "Measures of Asymmetric Information in Financial Markets" Supervisor: Prof. Davide Pirino
Asset Service Representative - Custody Tax Operations Senior Specialist at Citi, Warsaw

Orkhan Gurbanli

Thesis: "The Impact of Training and Motivation on Organizational Performance" Supervisor: Prof. Alessandro Hinna
Credit Portfolio Advisory - Analyst at Alantra, Milan

Ludovica Lollo

Thesis: Modelling and Forecasting volatility with dynamic conditional score models Supervisor: Prof. Tommaso Proietti
Software Engineer at ALTEN, Nice

Calogero Daniele Marotta

Thesis: "Data Driven Pricing Model" Supervisor: Prof. Alessandro Ramponi
Junior Consultant at Prometeia Advisor SIM, Rome

Luigi Mazza

Thesis: "Funding value adjustments: accounting and pricing issues" Supervisor: Prof. Stefano Herzel
PhD Candidate at the Vienna Graduate School of Finance

Alessandro Melone

Thesis: "Understanding and Forecasting Financial Market Volatility Over Long Horizons" Supervisor: Prof. Tommaso Proietti
Management Control at Pianoforte Group, Naples

Iurii Novikov

Thesis: "What are the country specific factors that influence the foreign direct investment?" Supervisor: Prof. Vincenzo Farina
Financial Planning and Analysis at Prologis, Amsterdam

Giovanni Palmisano

Thesis: "Investment decisions in a Non-Normal Environment" Supervisor: Prof. Ugo Pomante
Employee at Intesa Sanpaolo, Milan

Valeria Pandolfo

Thesis: "ETF Smart Beta: the new investment frontier" Supervisor: Prof. Gianni Nicolini
Planning & Control at Credito Fondiario

Francesco Renzetti

Thesis: "Empirical analysis on the phenomenon of delisting" Supervisor: Prof. Vincenzo Farina
Research Associate in FinTech at Alliance Manchester Business School

Lavinia Rognone

Thesis: "Pricing interest rate derivatives in a negative yield environment" Supervisor: Prof. Stefano Herzel
Management and Reporting at Vitrociset, Rome

Marco Romualdi

Thesis: "The Asset-Liability Management: Implementation, Structure and Diffusion. Focus on ALM in Assurance Company" Supervisor: Prof. Ugo Pomante
Investment Analyst at Prana Ventures, Milan

Sergio Scalzi

Thesis: "Optimization of Hedge Fund Strategies: An Empirical Analysis" Supervisor: Prof. Ugo Pomante
Quant Risk Analyst at Euronext Clearing (Borsa Italiana Group)

Edoardo Schiavo

Thesis: "Financial crisis, Buyout investments, and Corporate performance: the Italian case" Supervisor: Prof. Vincenzo Farina
Export Sales / Back Office at VINCO

Barbara Serafino

Thesis: "Renewable Energy Derivatives and the securitization of cash-flows" Supervisor: Prof. Gianni Nicolini
Asset Allocation and Portfolio Management at Gruppo Assicurativo Poste Vita - CFA Level 1

Emanuele Vittiglio

Thesis: "Cointegration and trading opportunities: an empirical analysis" Supervisor: Prof. Vincenzo Farina