Mario Bellia
Curriculum vitae
Education
Goethe University, Frankfurt and Ca’ Foscari University of Venice
Ph.D – viva on 3 March 2018 Supervisors: Loriana Pelizzon (Goethe) and Monica Billio (Ca’ Foscari)Thesis: Essays on Empirical Market Microstructure and High Frequency data (Summa cum Laude)Ca’ Foscari University of Venice
Master of Science– International Master’s in Economics & Finance (09/2008 – 06/2009)Master of Science - Business administration and auditing (09/2006 – 03/2009) Bachelor of Science – Business Administration (09/1998 – 03/2006)Research Interests
Empirical finance (equity, fixed income and derivatives), market microstructure, high frequency trading, banking, fintech, cryptocurrencies, sovereign risk.Professional Experience
Scientific Officer – Joint Research Centre
European Commission – Ispra (IT) (Since June 2018)Currently involved in projects related to Big Data, Fintech and applications of Blockchain in the financial system, simulations on the impact of the banking regulation, CDS market and Implicit Guarantees by the government.Research Visitor – ESRB Secretariat
European Central Bank - European Systemic Risk Board - Frankfurt am Main -Germany (Dec 2016-Jun 2017)Research Officer – Chair of Law and Finance
Research Center SAFE House of Finance (Oct 2013-May 2018)Goethe University - Frankfurt am Main - GermanyFinancial Advisor and Court-Appointed Expert on Interest Rate Derivatives
(Since Oct 2013 )Independent financial analysis of structured derivative products (including payoff analysis, pricing and simulations) for commercial litigation.Consultant – Interest Rate Derivatives and Product Developer
GRETA Associati - Venezia (Jun 2012-Sep 2013)Pricing of structured products on interest rates through standard models and Monte Carlo simulation. Development and testing of web-based software that translates financial views into a multivariate scenario.Research Officer
Ca’ Foscari University of Venice and ESF (European Social Fund) (Mar 2010-May 2012)Evaluation of firm internationalization in terms of performance and access to credit, using matching models and panel data regression. Credit risk and probability of rationing of firms included in supply network using Credit Scoring models. Risk evaluation in terms of profitability by accounting for geographical location and presence within the supply network.Business Developer Risk Intelligence
SAS Institute - Milan (Jun 2009-Feb 2010)Development and implementation of solutions for Enterprise Risk Management in different areas (Finance and non-Finance). Design and Deployment of an IT platform in the field of Operational Risk, for Risk Self-Assessment, Loss data collection, aggregation of distributions and calculation of VaR.Live-Events Producer
Infront Sports & Media, Milan - Italy (Sep 2013-Ago 2016)Founder, Partner, Executive Member and Technical Manager
Hot Spot srl, Scorzè - Italy (Jan 2001-May 2009) Television production and facilities for national and international broadcasters, outside broadcast production, live events and post-production.Skills
Languages
Italian (native), English (fluent), French and Spanish (intermediate), German (Basic).Programming
Software: SAS, Python, STATA, Matlab, R, EViews, Gretl, LateX, MySql. DB: MySql, Oracle.Databases
Bloomberg Professional, Datastream, WRDS, Markit, Eikon, Thomson Reuters Tick History, SNL, Orbis Bank Focus.Referee
I served as referee for: Econometrica, Economic of Transitions, Journal of Economic Surveys, Journal of Financial Markets, Journal of Financial Stability, Journal of Macroeconomics, Quantitative Finance, Quarterly Journal of Economics and FinanceMemberships
AFA – American Finance Association and EFA - European Finance Association