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6 - 9 December 2021
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Nicolo Marini
Proprietary 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