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Alumni 2018/2019

Consultant - Deal Advisory at KPMG, Rome

Andrea Bulla

Thesis: "Venture capital investments in cyber-security startups: a social network approach" Supervisor: Prof. Vincenzo Farina
Assistant Manager at KPMG Deutschland

Veronica Cannas

Thesis: "What happens to options when the underlying returns are predictable?" Supervisor: Prof. Stefano Herzel
Financial Risk Analyst at the European Central Bank

Giulia Carbotti

Thesis: "A regime-switching cointegration approach to pairs trading" Supervisor: Prof. Gianluca Cubadda
Junior Treasury Specialist at Hyundai Capital Bank Europe

Asia Ciaramella

Thesis: "Hedge Funds and Mutual Funds Performance: A Comparison Analysis" Supervisor: Prof. Rocco Ciciretti
Junior Portfolio Manager at FWU, Luxembourg

Gaetano Cipriani

Thesis: "Volatility Estimation in Presence of Microstructure Noise" Supervisor: Prof. Davide Pirino
Operations Associate at Euronext Clearing

Antonio Colasanto

Thesis: "Monte-Carlo assessment of excess staleness estimators" Supervisor: Prof. Davide Pirino
Risk Management Officer at Mediobanca Management Company, Luxembourg

Gaia D'Angeli

Thesis: "DCC-NL: model validation for portfolio and risk management in a large dimensional setting" Supervisor: Prof. Tommaso Proietti
Analyst at Prometeia, Rome

Paola Di Stasi

Thesis: "Black Litteman Model and Risk Budgeting" Supervisor: Prof. Ufo Pomante
Finance & Treasury - AFC Global e-Mobility at Enel X Way

Federico Fattinnanzi

Thesis: "Climate Change, Political Economy and Financial Distress" Supervisor: Prof. Ugo Pomante
Business Technology Consultant at Minsait

Valentina Federici

Thesis: "Different Trends in SRI: The Case of Europe and Usa" Supervisor: Prof. Rocco Ciciretti
Financial Analyst at EPPI, Rome

Diego Floreano Dominguez

Thesis "Style-based Value at Risk: an investigation of equity emerging market mutual funds" Supervisor: Prof. Ugo Pomante
Treasury Dealer at Eviosys, Amsterdam

Emanuele Gatta

Thesis: "ESG Portfolios Premia: A Comparison Between Risks and Characteristics" Supervisor: Prof. Rocco Ciciretti
General Ledger Accountant at L'Oréal, Warsaw

Fidan Huseynli

Thesis: "The Green Finance approach to financial performance" Supervisor: Prof. Rocco Ciciretti
SAP Analyst at Deloitte

Alessandra Iacobone

Thesis: "A Comparison Between Italian Health System and American Health System" Supervisor: Prof. Maura Mezzetti
Quantitative Risk Specialist (Stress Testing) at UBS

Alessio Incelli

Thesis: "An Advanced Application of Black-Litterman Model: The EBL Approach" Supervisor: Prof. Ugo Pomante
Data Analyst at NTT DATA

Lorenzo Lo Pinto

Thesis "Multivariate Logit Models for Household Financial Hardship in Italy" Supervisor: Prof. Maura Mezzetti
Risk Policy Associate at CC&G

Veronica Lupi

Thesis "Approximated MLE for diffusion models discretely sampled: Focus on Vasicek and CIR" Supervisor: Prof. Davide Pirino

Francesco Marconi

Thesis: "A Model for Central Counterparty Risk with Stochastic Default Intensities" Supervisor: Prof. Katia Colaneri
Junior Data Scientist at Target Reply Rome

Daniele Martinelli

Thesis: "Reinforcement Learning for Trading Applications: The Q-Learning Algorithm" Supervisor: Prof. Stefano Grassi
Quantitative analyst, SBL & Other Traded Products Models, Cracow

Hamed Molaei

Thesis: "The influence of corporate governance and firm performance on CEO compensation: panel analysis from the Canadian corporate sector" Supervisor: Prof. Rocco Ciciretti
Associate Project Consultant at Morningstar

Francesca Romana Multari

Thesis: "Quantile Dependence and Directional Predictability in Economic and Financial Time Series" Supervisor: Prof. Tommaso Proietti

Merfat Nofal

Thesis: "Modelling Credit Risk with Big Data" Supervisor: Prof. Tommaso Proietti
Risk Analyst at P&G SGR SpA

Alberto Noè

Thesis: "The Determinants of Italian Households Financial Planning" Supervisor: Prof. Rocco Ciciretti
Cost Analyst at Iccrea Banca S.p.A.

Dario Piperni

Thesis: "Green Minus Black: The Risk-adjusted Performance of SRI" Supervisor: Prof. Vincenzo Farina
Private Banker at Fideuram Intesa Sanpaolo Private Banking

Leonardo Procoli

Thesis: "The impact of Coronavirus (COVID-19) on market volatility" Supervisor: Prof. Vincenzo Farina
DevOps Engineer at Sourcesense

Alberto Rainieri

Thesis: "Collateralized Interest Rate Swaps" Supervisor: Prof. Stefano Herzel
Market Risk Manager - Model Development at Scotiabank, Toronto

Mohammad Rashidi Ranjbar

Thesis: "Comparison of volatility models for Bitcoin" Supervisor: Prof. Tommaso Proietti
Quantitative Credit Risk Analyst at SBAB, Stockholm

Oscar Thelander

Thesis: "Currency Options: Analytical Tractability versus Empirical Misspecification" Supervisor: Prof. Stefano Herzel

Riccardo Traglia

Thesis: "A dynamic approach to Black-Litterman: Implementing a M-GARCH derived covariance matrix" Supervisor: Prof. Ugo Pomante