Alumni 2018/2019
Graduated in 2020
Veronica CANNAS
Assistant Manager at KPMG Deutschland - Thesis: "What happens to options when the underlying returns are predictable?" Supervisor: Stefano Herzel
Graduated in 2020
Giulia CARBOTTI
PHD student at the Erasmus MC Rotterdam - Thesis: "A regime-switching cointegration approach to pairs trading" Supervisor: Gianluca Cubadda
Graduated in 2021
Asia CIARAMELLA
Treasury Manager at Hyundai Capital Bank Europe Frankfurt - Thesis: "Hedge Funds and Mutual Funds Performance: A Comparison Analysis" Supervisor: Rocco Ciciretti
Graduated in 2021
Gaetano CIPRIANI
Portfolio Manager at FWU Luxembourg - Thesis: "Volatility Estimation in Presence of Microstructure Noise" Supervisor: Davide Pirino
Graduated in 2020
Antonio COLASANTO
Senior Operations Associate at Euronext Clearing - Thesis: "Monte-Carlo assessment of excess staleness estimators" Supervisor: Davide Pirino
Graduated in 2020
Gaia D'ANGELI
Risk Manager at NS PARTNERS Luxembourg - Thesis: "DCC-NL: model validation for portfolio and risk management in a large dimensional setting" Supervisor: Tommaso Proietti
Graduated in 2021
Paola DI STASI
Senior Analyst at Prometeia - Thesis: "Black Litteman Model and Risk Budgeting" Supervisor: Ugo Pomante
Graduated in 2020
Federico FATTINANZI
Financial Analysis and Governance at Enel Group - Thesis: "Climate Change, Political Economy and Financial Distress" Supervisor: Ugo Pomante
Graduated in 2021
Valentina FEDERICI
Customer Onboarding IT Expert at BNL BNP Paribas - Thesis: "Different Trends in SRI: The Case of Europe and Usa" Supervisor: Rocco Ciciretti
Graduated in 2020
Diego FLOREANO DOMINIQUEZ
Financial Analyst at EPPI - Thesis: "Style-based Value at Risk: an investigation of equity emerging market mutual funds" Supervisor: Ugo Pomante
Graduated in 2021
Emanuele GATTA
Senior Treasury Analyst at Sonoco Amsterdam - Thesis: "ESG Portfolios Premia: A Comparison Between Risks and Characteristics" Supervisor: Rocco Ciciretti
Graduated in 2020
Fidan HUSEYNLI
Senior FP&A Treasury Analyst at L’Oréal Madrid - Thesis: "The Green Finance approach to financial performance" Supervisor: Rocco Ciciretti
Graduated in 2021
Alessandra IACOBONE
SAP Consultant at Deloitte - Thesis: "A Comparison Between Italian Health System and American Health System" Supervisor: Maura Mezzetti
Graduated in 2021
Alessio INCELLI
Manager, Traded Risk Management at Standard Chartered AG Warsaw - Thesis: "An Advanced Application of Black-Litterman Model: The EBL Approach" Supervisor: Ugo Pomante
Graduated in 2020
Lorenzo LO PINTO
Data Analyst at NTT DATA Europe & Latam - Thesis "Multivariate Logit Models for Household Financial Hardship in Italy" Supervisor: Maura Mezzetti
Graduated in 2020
Veronica LUPI
Risk Manager at Borsa Italiana - Thesis: "Approximated MLE for diffusion models discretely sampled: Focus on Vasicek and CIR" Supervisor: Davide Pirino
Graduated in 2020
Francesco MARCONI
PhD Candidate in Economics at University of Rome "La Sapienza" - Thesis: "A Model for Central Counterparty Risk with Stochastic Default Intensities" Supervisor: Katia Colaneri
Graduated in 2021
Daniele MARTINELLI
Senior Data Scientist at Target Reply Rome - Thesis: "Reinforcement Learning for Trading Applications: The Q-Learning Algorithm" Supervisor: Stefano Grassi
Graduated in 2020
Hamed MOLAEI
Assistant Vice President& Quantitative Analyst at State Street Cracow - Thesis: "The influence of corporate governance and firm performance on CEO compensation: panel analysis from the Canadian corporate sector" Supervisor: Rocco Ciciretti
Graduated in 2021
Francesca Romana MULTARI
Professional Services Consultant at Stripe Madrid - Thesis: "Quantile Dependence and Directional Predictability in Economic and Financial Time Series" Supervisor: Tommaso Proietti
Graduated in 2020
Merfat NOFAL
Social Protection Consultant at INPS_official - Thesis: "Modelling Credit Risk with Big Data" Supervisor: Tommaso Proietti
Graduated in 2021
Alberto NOÈ
Economic Expert at CONSOB - Thesis: "The Determinants of Italian Households Financial Planning" Supervisor: Prof. Rocco Ciciretti
Graduated in 2021
Dario PIPERNI
Cost Analyst at Iccrea Banca S.p.A. - Thesis: "Green Minus Black: The Risk-adjusted Performance of SRI" Supervisor: Vincenzo Farina
Graduated in 2020
Leonardo PROCOLI
Private Banker at Fideuram Intesa Sanpaolo Private Banking -Thesis: "The impact of Coronavirus (COVID-19) on market volatility" Supervisor: Vincenzo Farina
Graduated in 2020
Alberto RAINIERI
DevOps Engineer at Euronext Clearing - Thesis: "Collateralized Interest Rate Swaps" Supervisor: Stefano Herzel
Graduated in 2020
Mohammad RASHIDI RANJBAR
Associate Director, Model Development and Implementation at RBC Capital Markets Toronto - Thesis: "Comparison of volatility models for Bitcoin" Supervisor: Tommaso Proietti
Graduated in 2020
Riccardo TRAGLIA
Credit Risk modeller at ING Amsterdam - Thesis: "A dynamic approach to Black-Litterman: Implementing a M-GARCH derived covariance matrix" Supervisor: Ugo Pomante