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QuantMinds International

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7 - 10 November, 2022
W Barcelona

Manola Santilli
Market Risk Analyst at Intesa Sanpaolo


Manola Santilli joined the Market and Financial Risk Management area of Intesa Sanpaolo in 2015 as a market risk analyst in the Internal Model Market Risk Office. Her work consists in market data management, with focus on market data collection and statistical analysis of historical time series across all asset classes, market risk metrics monitoring, analysis and implementation of FRTB proposal.

Prior to joining Intesa Sanpaolo, she held quantitative analyst role in Société Générale.

She holds a Ph.D. in Statistical Economics, with a thesis on advanced stochastic volatility models for derivative pricing, and a M.Sc. in Economics and Finance.”

Agenda Sessions

  • Learning market data anomalies