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6 - 9 December 2021
Hotel ArtsBarcelona

Marco Scaringi
Quantitative Analyst at Intesa Sanpaolo


Marco Scaringi joined the Financial and Market Risk Management area of Intesa Sanpaolo in 2017 as quantitative analyst, after a degree in theoretical Physics and a post lauream degree in Quantitative Finance from Polytechnic of Milan, with a thesis concerning interest rate and XVAs modelling. His work focuses on risk measures, valuations and valuation risk, overseeing both methodological aspects and implementations, covering all asset classes. He is involved in many research fields, as financial bubble detection, meta-heuristics based portfolio optimization, interest rates benchmark reform, machine learning applied in derivatives pricing, variance risk premium in credit market, yield modelling and Economic Capital modelling, many of these discussed in international conferences.

Agenda Sessions

  • Credit Variance Risk Premium

  • Challenging Economic Capital