Date of birth: February 28th, 1978.
Professional experience
2023- Head, International Finance and Commodity Markets Division, Bank of Italy, International Relations and Economics Department.
2018-2022 Deputy Head, Financial analysis Division, Bank of Italy, Economic outlook and monetary policy Department.
2014-2017 Head, Financial markets Unit, Bank of Italy, Economic outlook and monetary policy Department.
2016-2017 Visiting Scholar, Einaudi Institute for Economics and Finance.
2012-2014 Senior Economist, Bank of Italy, Research Department.
2010-2011 Visiting Scholar, Cass Business School, London.
2004-2011 Economist, Bank of Italy, Research Department.
2003 Lecturer of Mathematics for Business, MBA, University of Torino - SAA.
2001 Research assistant, Center for Research on Pensions and Welfare Policies (CeRP), Torino.
Education
2005 PhD in Applied Mathematics, University of Trieste.
2003 MSc in Finance and Economics, London School of Economics and Political Science.
2001 BA in Business Administration, University of Torino.
Fields of expertise
Financial economics, asset pricing, machine learning, international finance, commodity markets, coding (Matlab and Python).
Publications
Published scientific articles in: Journal of Money Credit and Banking, Journal of Financial Econometrics, Mathematical Finance, International Finance, Finance Research Letters, BE Jounal in Theoretical Economics, International Review of Economics and Finance, Review of Financial Economics, Econometrics, Applied Financial Economics.
Click here for a list of my publications.
Prizes and awards
2011 Whitebox Selected Research Prize, Best Financial Research in 2011.
Presentations at seminars and conferences
2019 13th International Conference on Computational and Financial Econometrics, London.
2018 12th International Conference on Computational and Financial Econometrics, Pisa.
2017 7th Bundesbank Term Structure Workshop, Frankfurt.
2017 Bank of Albania Seminars, Tirana.
2016 Workshop “Unconventional monetary policy: Effectiveness and risks”, Bank of Italy, Rome.
2015 ECB Workshop “Measuring the monetary policy stance”, Frankfurt.
2015 International Association for Applied Econometrics Annual Conference, Athens.
2014 International Association for Applied Econometrics Annual Conference, London.
2013 French Finance Association Conference, Lyon.
2011 Annual meeting of the Scottish Economic Society.
2011 Finance Research Workshops, Cass Business School.
2010 Banco de Espana Research Seminars, Madrid.
2010 XI Quantitative Finance Workshop, University of Palermo.
2009 XVIII Tor Vergata Conference on Banking and Finance, University of Tor Vergata, Roma.
2009 III Italian Congress of Econometrics and Empirical Economics, University of Ancona.
2008 XVII Tor Vergata Conference on Banking and Finance, University of Tor Vergata, Roma.
2008 EFA 2008 Conference, St. Pete Beach, Florida.
2008 IX Quantitative Finance Workshop, University of Tor Vergata, Roma.
2007 Piero Moncasca Money-Macro Meeting, University of Padova.
2007 New Directions in Term Structure Modelling, University of Verona.
2006 EEA-ESEM 2006 Conference, University of Wien.
2005 FFM 2005 Conference, Université de la Méditerranée, Marseille.
2005 VI Quantitative Finance Workshop, Bocconi University, Milano.
2004 XXVIII AMASES Conference, University of Modena.
2003 ICER – Diego de Castro Seminars, University of Torino.
Other professional activities
Referee for ANVUR (Evaluation of Universities and Research Institutes).
Referee for peer-reviewed journals: B.E. Journals in Theoretical Economics, Decisions in Economics and Finance, Economic Modelling, Economic Theory, Empirical Economics, Eurasian Economic Review, European Journal of Finance, Financial Markets and Portfolio Management, Finance Research Letters, International Review of Economics and Finance, Journal of Applied Economics, Journal of Financial Econometrics, Journal of Futures Markets, Journal of Money Credit and Banking, Journal of Risk, Mathematical Methods of Operations Research, Management Science, Review of Financial Economics.
Editorial boards: Temi di Discussione della Banca d’Italia (2006-2009), Head of the Editorial Committee of the Economic Bulletin of the Bank of Italy (2018).
Recruitment committees: Junior Quantitative Finance Experts (Banca d'Italia - 2009), Junior Economists (Banca d'Italia - 2009, 2015), PhD Job Market (Banca d'Italia - 2010, 2012).
Scholarship committees: Ando Modigliani Scholarship (2016)
Advisor: PhD Dissertation Committee (2008), Doctorate in Money and Finance, University of Tor Vergata.
Occasional lectures: Portfolio Theory (University of Tor Vergata - 2010), Affine Term Structure Models (LUISS University - 2015, 2016), Machine Learning (LUISS University - 2018).