Foto del docente

Marco Bianchetti

Adjunct Professor

Department of Statistical Sciences "Paolo Fortunati"

Short Bio

Marco Bianchetti joined the Financial and Market Risk Management area of Intesa Sanpaolo in 2008. His work covers pricing and risk management of financial instruments across all asset classes, with a focus on new products development, model validation, model risk management, interest rate modelling, funding and counterparty risk, fair and prudent valuation, applications of Quasi Monte Carlo in finance. He is in charge of the global Fair Value Policy of Intesa Sanpaolo group since Nov. 2015.

Previously he worked for 8 years in the front office Financial Engineering area of Banca Caboto (now Banca IMI), developing pricing models and applications for interest rate and inflation trading desks.

He is adjunct professor of Interest Rate Models at University of Bologna since 2015, and a frequent speaker at international conferences and trainings in quantitative finance.

He holds a M.Sc. in theoretical nuclear physics and a Ph.D. in theoretical condensed matter physics.

See also the LinkedIn profile Go to the Curriculum vitae

Contacts

E-mail:
marco.bianchetti@unibo.it

Other contacts

Web:

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

Office hours

Office hours are scheduled according to the IRM course calendar, before or after the lessons. After the course, I am available by e-mail or skype.

Students are kindly recommended to book a slot by e-mail. Any question (including "I have not understood this and that") is welcome.