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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Manola Santilli
Quant Senior Specialist in IMA Market Risk, Market and Financial Risk Management at Intesa Sanpaolo
Speaker

Profile

Manola 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.

Previously she worked as quantitative analyst 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

    14:30