Foto del docente

Marco Bianchetti

Adjunct professor

Department of Statistical Sciences "Paolo Fortunati"

Short Bio

Marco holds a M.Sc. in theoretical nuclear physics (1995) and a Ph.D. in theoretical condensed matter physics (2000) from Università degli Studi di Milano. In 2000 he joined the Financial Engineering team of Banca Caboto (now IMI CIB Division of Intesa Sanpaolo), developing pricing models and applications for trading desks. In 2008 he moved to the Financial and Market Risk Management area of Intesa Sanpaolo, where in 2015 he was appointed head of Fair Value Policy, developing the global fair/prudent/IPV policies and the valuation risk management framework of Intesa Sanpaolo Group. In 2021 he was appointed head of IMA Market Risk, in charge of regulatory market risk models and RWAs under Basel 2.5 and FRTB.

His work covers pricing and risk management of financial instruments, market risk, valuation risk, interest rates, XVAs, quasi-Monte Carlo, financial bubbles and portfolio optimization. He is the author of a few research papers, adjunct professor at Università di Bologna (2015-present) and at Università di Torino (2018-2023), member of Conference/Ph.D/Master Advisory Boards, and a frequent speaker at international conferences.

See also the LinkedIn profile. Go to the Curriculum vitae



Other contacts


Dipartimento di Scienze Statistiche "Paolo Fortunati"
Via Belle Arti 41, Bologna - Go to map

Online Resources

Office hours

Office hours are scheduled according to the course calendar, before or after the lessons in presence.

Otherwise I am available online, just book a slot by e-mail.

Any question (including "I have not understood this and that") is welcome.