Michele Trapletti

Head of XVA Management & KVA Pricing at Intesa Sanpaolo

Speaker

Michele holds a degree in Physics from the University of Pisa and the Scuola Normale Superiore, and a PhD in Elementary Particle Theory from SISSA (Trieste).

After over a decade of research in string phenomenology at various European institutions, he joined Intesa Sanpaolo’s Risk Management division in 2010, where he worked on model development and the implementation of the Bank’s XVA framework.

In 2012, he moved to the trading floor to join the XVA Management desk, where he later took on responsibility for the team.

Alongside pricing and active management of valuation adjustments, he leads a research effort focused on applying artificial intelligence to trading, with an emphasis on both automatic hedging of complex and hybrid risks and, more generally, on identifying trading signals.