Nicolo MariniProprietary Trader - Macro Risk Management at Intesa Sanpaolo
Nicolò Marini is a proprietary trader of Intesa Sanpaolo in the Finance and Investment area. His work focuses on Credit Variance Risk Premium and time consistent bond portfolio optimization.
He is currently a student at Brescia University, third year of PhD in Models and Methods for Economics and Finance. He holds a M.Sc. in Money, Finance and Risk Management from University of Brescia, with a thesis on interest rate modelling, in a multicurve framework, extending a Libor Market Model with negatives rates with stochastic basis. I also hold a post lauream degree Executive Course of Quantitative Finance from MIP, Graduate School of Business, Polytechnic of Milan, with a thesis concerning the KVA and the interaction with other XVAs