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RiskMinds International
18 - 21 November 2024
InterContinental O2London

Marco Scaringi
Quant Specialist, Financial and Market Risk Management at Intesa Sanpaolo


Marco Scaringi joined the Financial and Market Risk Management area of Intesa Sanpaolo in 2017 as quantitative analyst.

His work covers pricing and risk management of financial instruments across all asset classes, with a focus on model validation, model risk, fair value adjustments, interest rate modelling, funding and counterparty risk and prudent valuation.

His research focuses on interest rate models and XVAs, financial bubble analysis, portfolio optimization and Financial Benchmarks transition.

He holds a M.Sc. in theoretical physics from University of Milan, with a thesis on advanced statistical mechanics techniques applied to the description and detection of financial bubbles through optimization heuristics. He also holds a post lauream degree Executive Course of Quantitative Finance from MIP, Graduate School of Business, Polytechnic of Milan, with a thesis concerning interest rate and XVAs modelling.

Agenda Sessions

  • Operational framework Fair RWA allocation by trading desk under FRTB