About me
I am a postdoctoral researcher at the Department of Mathematics of ETH Zürich in the RiskLab group.
My research interests are:
Machine Learning applied to finance
Counterparty risk, systemic risk and CVA in financial networks
Analytical techniques for large credit portfolio losses
See my Research page for more information on publications.
You can find my CV here.
My teaching experience is in Probability Theory, Mathematical Finance, and Machine Learning. See the Teaching page for more information.
Education
2022-now - PostDoc in Financial and Insurance Mathematics
ETH Zurich, Department of Mathematics, RiskLab2017-2022 - PhD in Mathematics
University of Zurich, Department of Mathematics2015-2016 - Research Assistant
University of Zurich, Department of Banking and Finance2013-2015 - MSc in Physics for Complex Systems
University of Turin2010-2013 - BSc in Physics
Roma Tre University
Papers
See my Research page.
Contact
ETH Zürich, Department of Mathematics, RiskLab
Rämistrasse 101, 8092 Zürich (CH)
Office: HG F 42.1
Email: {firstname}.{lastname}@math.ethz.ch