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Marco Scaringi
Quantitative Analyst at Intesa Sanpaolo

Profile

Marco Scaringi joined the Financial and Market Risk Management area of Intesa Sanpaolo in 2017 as quantitative analyst in the Fair Value Policy Office. His work focuses on interest rate models, XVAs and financial bubble analysis.

He holds a M.Sc. in theoretical physics from University of Milan, with a thesis on advanced statistical mechanics techniques applied to the description and detection of financial bubbles through optimization heuristics. He also holds a post lauream degree Executive Course of Quantitative Finance from MIP, Graduate School of Business, Polytechnic of Milan, with a thesis concerning interest rate and XVAs modelling. 

  

Marco Scaringi's Network

Agenda Sessions

  • IBORs reform: User guide for quants and risk managers

    08:25