Since 2021, Full Professor in Mathematical Methods for Economics and Actuarial and Financial Sciences, Department of Management.
Since Febraury 2022 : Dean of the School of Economics and Management University of Bergamo, Italy.
2016 - 2018: Member of the Bergamo University Board of Directors.
2019 - 2021: Member of the Cattolica Assicurazioni Board of Directors and Control and Risk Committee.

Extensive teaching in universities courses: subjects including Financial Mathematics, Credit Risk Measurement and Operational Risk, Portfolio Theory and Statistics of the Monetary and Financial Markets. Professional training courses for numerous banks and the Prime Minister's Office(2012).

Main research areas are related to the management and measurement of financial risk (market risk, credit risk and operational risk) and mortality risk.



Education
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1990 Degree in Computer Science on 21/12/1990 at the University of Milan, with the final mark of 108/110. Thesis title: "Management of an industrial process in the presence of scarce resources".
1993-94 Degree of M.Sc. in "Statistics and Operational Research" (academic year 1993-94) at the University of Essex, Colchester, UK. Thesis title: "On optimal design of puttable bonds".
1992-1995 PhD (VIII cycle, 1992-1995) at the University of Brescia, Department of Quantitative Methods. Title of PhD thesis: "A model for the optimal emissions of sensitive securities to changes in interest rates".

Grant
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2017 Winner of the national special funding for distinguish researchers FFABR 2017.
1992 Winner of the scholarship funded by Banca Popolare di Bergamo.
1995 Grant from IMI-SIGECO (1995-1996).

Visiting
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2015, 2016: School of Business, University of Washington Bothell (USA)
2012: Applied Mathematics Departments Stony Brooks University, New York (USA)
2009: University of Cyprus, Department of Public and Business Administration, Cyprus University


Academic Research Activity
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2018- 2021 PRINCIPAL INVESTIGATOR of GACR 19-11965S, Czech Republic “A network approach to portfolio optimization and tracking problems”.
MIUR(PRIN) 40% 2010, "Multivariate Statistical Models for the evaluation of risks" in collaboration with Pavia (national coordinator and unity coordinator Paolo Giudici of Pavia).
MIUR(PRIN) 40% 2007, "Financial innovation and demographic changes: new products and assessment tools in the face of the element stochastic aging" (Torricelli National Coordinator);
MIUR(PRIN) 40% 2006, “Sensitivity analysis in problems of management of portfolios of securities "(local coordinator Bertocchi);
MIUR(PRIN) 40% 2005, "Measuring and controlling credit risk for default risk exposed securities portfolios" (Torricelli National Coordinator);
Contributo CNR 5% legge 95/95, "Neural networks for credit risk assessment and the management of credit portfolios" (Bertocchi National Coordinator);
Contributo CNR 96.01313.CT10 e CNR 97.01205.CT10, "Analysis and development of methodologies for financial market applications: computational aspects" (Bertocchi coordinator);
MIUR(PRIN) 40% 2002, "Methods and techniques for portfolio optimization and for the evaluation of financial instruments" (local coordinator Bertocchi);

External Project
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Volvo 20/12/2013 – 30/09/2014 "Analysis and Assessment of Financial Management of the Service packages" Coordinator: Giacometti;
Volvo 11/12/2012 – 31/05/2013 "Service packages & headlights price" Coordinator: Giacometti;
ENEL Energia 2012 The determinants of the demand for electricity in Italy" Coordinator Prof Urga,
UBI bank 2006-2007 "Portfolio analysis of operational risks" Coordinators: Rachev – Bertocchi.

Rules and responsibilities
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From Febraury 2022 - present: President of the School of Economics and Management University of Bergamo, Italy
2020: vice Director of Management Economics and quantitative methods.
2018-present :Responsible of the Agreement Erasmus Plus con Charles University, Prague;
2017-present: Responsible of the Agreement with Texas tech University ;
2016-2018: Member of the University Board of Directors' of the University of Bergamo;
2016- present: nominated by the rector in the board of CUS (Centro Sportivo Universitario);
2015-present: CUS Vice President ;
2015-2016: director of the Master's Degree "The Educational operator and Autism" ;
2014 – 2018: Responsible of the Agreement with EBS Universität für Wirtschaft und Recht, EBS Business School for the PhD program;
2012-2015: Chairman of the Research Council of the Department of Management, Economics and Quantitative Methods;
2014-2015: Delegate of the Rector for Disabilities and DSA ;
2009-2013: Coordinator of the project Minerva with the University Lumière Lyon 2 (France);
2009-2014: President of the Committee for cultural and social activities of the students;
2002-2009: Delegate of the Rector for Disabilities and DSA
2003-2010: Member of the "Observatory Management Committee Cast and mergers between financial intermediaries" FinMonitor (from 2003 to 30/6/2010);

Scientific Committees / Organizing Committees
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30-31 May, 1 June Conference on Computational Management Science Pricing, Risk and Optimization in Management Science, Bergamo,
4/ 12/2017 Bergamo Conference in honour of Altman happy birthday Z-SCORE" 10th ELAB SYMPOSIUM.

Reviewer services
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Journal of Economic Dynamics and Control;
The Economic Journal;
Journal of Banking and Finance;
Journal of Operational Risk;
Annals of Operations Research;
4OR, A Quarterly Journal of Operations Research;
Risk;
Mathematical review;
Insurance and mathematics;
Quantitative finance.

Editorial activity
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Guess editor of the Computational Management Science: S.I. of the Conference in Bergamo.

Training and consultancy
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2012: Collaboration with the training school of the Prime Minister's Office. Seminar "The market for credit derivatives" in the course "Intelligence and geo-economics" (2012);
2004-2005 Collaboration with Carifirenze for courses in "Risk Analysis and Performance of efficient portfolios. Risk measures of equity securities "; " Risk Analysis of bonds, VaR models to measure the risk of a managed portfolio "," Models for strategic asset allocation "and" From the traditional risk measures to VaR "( 2004-2005);
2002-2003: Collaboration with Abi Teacher Training "Analysis of the portfolios of assets and asset pricing models" and "Credit risk derivatives" (2002-2003);
2002-2003: Collaboration with Banca Popolare di Bergamo "Portfolio Theory: operational implications", (2002-2003);
2001-2002: Collaboration with Unicredito for the courses of "Analysis of the portfolios of assets and asset pricing models" and "Measure, manage and explain market risk" (2001-2002);
1996-1999:Collaboration with Credito Bergamasco for the course "Financial mathematics and mathematics of fixed-income securities", (1996-1999).

Invited Seminar
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2021: TEXAS TECH University Regularisation in asset allocation: tail risks in Vast portfolio selection’ Financial Math seminars Texas Tech 24-09-202
2021 Stony Brook University ‘Regularisation in asset allocation: tail risks in Vast portfolio selection’ Finance Speaker Series 21-10-2021
2016: Prometeia, Bologna, “CDS data: factor decomposition and risk attribution in the European Union”
2013: EBS University, Wiesbaden,” Estimating the probability of a multiple default using CDS and bond data”
2012: Facolta’ di Economia di Pavia ,“An assessment for credit risk and operational risk”;
2012: SUNY Stony Brook University, NY, USA, “ The Credit default swap market and its implied information”, NY, USA;
2012: University of Minnesota, Financial Mathematics Seminar, “The Credit default swap market and its implied information”, Minneapolis, USA;
2012: IX International Summer School on “Risk Measurement and Control”, “ Time Series and Copula Dependency Analysis for Eurozone Sovereign Bond Returns" ( Svetlozar Rachev e Naoshi Tsuchida, Stony Brook University), Roma;
2011: KIT Karlsruher Institut für Technologie Institut für Wirtschaftstheorie und Statistik "Using Black & Litterman framework for stress testing analysis in asset management”, Karlsruhe; Germany;
2011: Summer School in Finance, Università di Bergamo e Politecnico Milano, Settembre 2011 “Gli scenari della finanza oggi”
2010: Faculty of Economic di Foggia, "A stochastic model for hedging electricity portfolio for an hydro-energy producer", Foggia;
2010: Doctorate School EPS "Economics Panthéon-Sorbonne" of University Paris1 panthéon-Sorbonne”, “ A stochastic model for hedging electricity portfolio for an hydro-energy producer”, Parigi;
2010: KIT Karlsruher Institut für Technologie Institut für Wirtschaftstheorie und Statistik, “A stochastic model for hedging electricity portfolio for an hydro-energy producer”, Karlsruhe, Germany;
2009: Risk Events, “Portfolio Construction: Robust Optimisation & Risk Budgeting Modelling risk and return in the real world”, London;
2009: University of Cyprus, Department of Pubblic and Business Administration “Rischi operativi” e “Modelli stocastici per la costruzione di portafogli elettrici con contratti di copertura”, Nicosia, Cipro;
2008: OpRisk Europe 2008, "Heavy tail distribution models for operational losses", Londra;
2008: Doctorate School EPS "Economics Panthéon-Sorbonne" of University Paris1 panthéon-Sorbonne,” Heavy tail distribution models for operational losses", Paris;

Conferences
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2024 WORKSHOP ON SUSTAINABLE FINANCE SPOKE 4 - 2 / 3 DECEMBER 2024CA’ FOSCARI – VENEZIA.
2024 AMASES 2024 ISCHIA 4-7/9 AGOSTO
2024 CONVEGNO EWGFM2024, VARSAVIA, 21-25/2024
2024 MAF2024, LE HAVRE, FR 03/04/2024- 07/04/2024
2024 WORKSHOP BRIDGING SUSTAINABILITY AND ARTIFICIAL INTELLIGENCE, TREVISO, 16-17 FEBBRAIO, 2024
2024 GREEN FINANCE 2024,WORKSHOP ON QUANTITATIVE METHODS FOR GREEN FINANCE
POLITECNICO DI MILANO, MILAN, FEBRUARY 1-2, 2024
2023 Annual Conference 2023. A.M.A.S.E.S. XLVII. Milan, September 20-21-22, 2023 .
2022 European Conference on Data Analysis Conference, University of Naples Federico ii, Naples, Italy
2022C FE-CMStatistics 2022 16th International Conference on Computational and Financial Econometrics (CFE 2022)
2021 CFE virtual London 18-20 December 2021
2021 22nd Conference of the International Federation of Operational Research Societies (IFORS 2021) August 23 - 27
2019 CFE London 14-16 December. Chair of the session “Contributions in portfolio optimization II”
2019 AMASES 9-11 Settembre, Perugia
2019 Euro XXIII - 26 Giugno 2019, in UCD, Dublino
2018: AMASES, Napoli 14-15 Settembre 2018.
2017: Computational Management Science 2017, Bergamo 30 May-1 June 2017 .
2017: Heavy tails and Long range dependence Paris June 20-22,2017.
2017: 41th Annual Meeting of the. Italian Association for Mathematics Applied to Economic and Social Sciences (AMASES). Cagliari, September 2107.
2016: 40th Annual Meeting of the. Italian Association for Mathematics Applied to Economic and Social Sciences(AMASES). Catania, September 10-12, 2106.
2016: The 10th International Conference on Computational and Financial Econometrics (CFE) Sevilla, SP, December 2016.
2015: 39th Annual Meeting of the. Italian Association for Mathematics Applied to Economic and Social Sciences (AMASES). Padova, September 10-12, 2105.
2015: The 9th International Conference on Computational and Financial Econometrics (CFE) London, UK, 12-14 December 2015.
2015:27th Annual Conference EURO- 12 July to 15 July 2015 - University of Strathclyde, Glasgow.
2014: 8th International Conference on Computational and Financial Econometrics, 6-8 December -2014, University of Pisa, Italy.
2013:XIV Iberian-Italian Congress of Financial and Actuarial Mathematics, Madrid, Spain June 24, 25 and 26, 2013.
2012: “XXXVI Convegno A.M.A.S.E.S.”, Vieste, 13-15 Settembre 2012.
2011: "XXXV Convegno A.M.A.S.E.S", Pisa, Italia, 15-17 Settembre 2011.
2011: “XLII Convegno AIRO”, Brescia , 6-9 Settembre 2011.
2010: XI Workshop on Quantitative Finance”, Palermo, 28-29 Gennaio 2010.
2010: International Summer School on “Risk Measurement and Control, Roma, 8-9 Giugno 2010.
2010: “XXXIV Convegno AMASES, Macerata, 1-4 Settembre 2010.
2010: XXIV Convegno EURO”, Lisbon, Portogallo, 11-14 Luglio 2010.
2010: “The 2010 International Conference on Management and Service Science (MASS 2010)”, Wuhan, Cina, 24-26 August 2010.
2009: “XXIII Convegno EURO” Bonn Germany 5-8 Luglio, 2009.
2009: “III International Conference on Computational and Financial Econometrics (CFE'09)”, Limassol, Cyprus,29-31 October 2009.
2008: XLIII Euro Working Group on Financial Modelling”, Cass Business School London, UK ,4-6 Settembre 2008.
2007: “XL Euro Working Group on Financial Modelling", Rotterdam, 10-12 Maggio 2007.
2007: “XXII Convegno EURO” Prague, Czech Republic, 8-11 Luglio 2007.
2007: “XXXVIII Convegno AIRO”, Genova, 5-8 Settembre 2007.
2007: “VIII Workshop on Quantitative Finance”, Ca’ Foscari Venezia, 25-26 Gennaio 2007;
2007: International Summer School in "Risk Measurement and Control” Roma, 11-16 Giugno 2007;
2006: International Summer School “Risk Measurement and Control” Roma, 6-18 June 2006;
2006: “XXXVII Euro Working Group on Financial Modelling, Jakarta, May 1-6,2006.
2004: “ XXXIV Euro Working Group on Financial Modelling”, Parigi, 12-14 maggio 2004.
2003: XXVII Convegno A.M.A.S.E.S.”, Cagliari, 3-6 Settembre 2003.
2003: “Convegno dell’IFORS” , Istanbul, 6-10 Luglio 2003.
2002: “XXX Euro Working Group on Financial Modelling”, Capri, , 2-5 maggio 2002.
2002: “XXIX Euro Working Group in Financial Modelling”, Edinburgh, UK, 8-12 luglio 2002;
2002: APMOD 2002 , Varenna, 16-19 Giugno 2002.
2001: “XV Convegno AIRO“ , Villasimius (Cagliari), 4-7 settembre 2001.
2000: “XXVII Euro Working Group in Financial Modelling", 27th Meeting” , New York, 16-18 Novembre 2000.
2000: “XXIV Convegno A.M.A.S.E.S” , Padenghe sul Garda, 6-9 Settembre 2000.
2000: “XIVConvegno AIRO ” , Milano Bicocca 18-21 Settembre 2000.
1999: "XXIV Euro Working Group in Financial Modelling " Valencia, 8-10 Aprile 1999.
1999: "Computing in Economics and Finance" Boston College, Boston, 24-26 Giugno 1999;
1997: “XXI Convegno A.M.A.S.E.S”, Roma, 10-13 Settembre 1997.
1997: International Conference on transition to advanced market institutions and economies”, Warsawa, 18-21, giu-1997;1996: “XX Convegno A.M.A.S.E.S., Urbino, 5-7 Settembre 1996.
1996: " XVIII Euro Working Group in Financial Modelling, " Keele, England, 18-20 April 1996.
1995: "XVII Euro working group on financial modelling ", Bergamo, 1-3 giugno 1995.
1995: “XIX Convegno A.M.A.S.E.S.”, Pugnochiuso, 25-28, Settembre 1995.
1993: "4th International Workshop On Parallel Applications in Statistics and Economics", Ascona, Switzerland, 22-26 Novembre 1993.