I am currently working as risk manager in Nordea, in Copenaghen.
My background is in Mathematics. I got a Phd at the department of Economics and Business of Aarhus University, Denmark. My PhD thesis, "Volatility and Correlation in Financial Markets: Theoretical Developments and Numerical Analysis", deals with various topics within the field of quantitative finance.
A link to the full thesis can be found here:
I carried out my PhD as fellow of the HPCFinance Marie Curie initial training network, supported by the European Union's Seventh Framework, under grant agreement no 289032. Here the official website of the project:
I got a Bachelor degree in Mathematics and a Master degree in Applied and Pure Mathematics at the University of Tor Vergata, Rome. My Master supervisor was prof. Paolo Baldi.
You can download a copy of my CV below: