Flavia BarsottiModel Risk Oversight at ING Bank
Flavia is working for ING Bank in Model Risk Oversight. She has joined ING Bank in January 2019 in Model Validation.
Before ING, Flavia has been working for UniCredit Group as quantitative analyst, on design and development of internal models on the trading book side (Counterparty Credit Risk) and stress tests for behavioural models (Interest Rate Risk) on the banking book side.
Before joining the banking sector, Flavia has worked as Maître de Conférences at University of Lyon (Mathematics and Mathematical Applications), after a 1 year Post-Doc position in quantitative finance and applied mathematics at University of Florence. She is still active in scientific research. Flavia holds a PhD in Mathematics for Economic Decisions obtained through a joint program between University of Pisa & University of Toulouse. She believes that research and risk modeling can benefit from synergies between science and business to meet the challenging demands for ‘’future banking’’.