Academic appointments

  • 2020 - present: Full Professor at the Department of Mathematics at ETH Zürich, Switzerland.
  • 2016-2020: Associate professor (promoted Full professor in 2020), Department of Statistics, LSE London, UK.
  • 2013-2016: Assistant professor, Department of Statistics, LSE London, UK.
  • 2009-2016: Assistant professor, Department of Economics, Finance and Statistics, University of Perugia.
  • 2010-2013: Project leader, Faculty of Mathematics, University of Vienna.
  • 2006-2009: Post-Doc positions, Department of Economics, Finance and Statistics, University of Perugia, and Financial and Actuarial Mathematics, Vienna University of Technology.

Education

  • 2002-2006: Doctoral studies in Mathematical and Statistical Methods for Economic and Social Research, University of Perugia. Supervisor: Prof. W. Schachermayer
  • 1997-2002: Bachelor and Master in Mathematics, University of Perugia. Advisor: Prof. P. Pucci

Grants and awards

  • 2009: Wiener Wissenschafts-, Forschungs- und Technologiefonds, "Mathematics and ..." call for High Potentials Project (4 years): "Mathematics of Financial Risk Measurement and Stochastic Dependence" (€327.000).
  • 2009: European Science Foundation - "Advanced Mathematical Methods for Finance" Project (6 months): "Dynamic Measurement of Multiperiod Risk" (€11.400).
  • 2007: Doctoral Studies Award by the Italian Association of Mathematics Applied to Economic and Social Sciences.
  • 2006: European Science Foundation - "Advanced Mathematical Methods for Finance" Project (6 months): "Optimal sharing of pooled risk among an aggregate of economic agents" (€10.900).

Memberships

  • Member of the Council of the Bachelier Finance Society
  • Associate Editor for the Bocconi & Springer Series on Mathematics, Statistics, Finance and Economics
  • Associate Editor for Finance and Stochastics
  • Associate Editor for SIAM Journal on Financial Mathematics
  • Associate Editor for Mathematical Finance
  • Associate Editor for Electronic Journal of Probability (until 2020)
  • Associate Editor for Electronic Communications in Probability (until 2020)
  • Member of the Editorial Board of Dependence Modeling