Quantitative Finance
I joined the Market Risk Management area of Intesa Sanpaolo in 2008 as quantitative analyst and risk manager, and I am in charge of the global Fair Value Policy of Intesa Sanpaolo group since Nov. 2015. My specialties cover derivatives’ pricing and risk management across all asset classes, with a focus on new products development, model validation and model risk management, interest rate modelling, funding and counterparty risk, fair and prudent valuation, quasi Monte Carlo.
Previously, I worked for 8 years in the front office Financial Engineering area of Banca Caboto (now Banca IMI, the Investment Bank of Intesa Sanpaolo Group), developing pricing models and applications for interest rate and inflation trading desks.
I am adjunct professor of Interest Rate Models at University of Bologna since 2015, and a frequent speaker at international conferences and trainings in quantitative finance.

For further information take a look at:

Scientific Program Management

In Jul. - Oct. 2000 I worked as scientific program manager in the Project Management, Technology Transfer & Outreach Area, at INFM – National Institute for Matter Physics, Genova.
Main activities: monitoring and planning the INFM activity introducing proper indicators, elaboration of triennial policy document and proposal for public funds, management support for area reorganisation.

Nanostructures Physics
(Ph.D. research)

During my Ph.D. research period (1995-2000) I was involved into a theoretical/computational study of electronic, electromagnetic and field emission properties of fullerenes, in particular carbon nanotubes and chains. I developed the Kohn-Sham equations in the Local Density Approximation on a cylindrical basis, with local and non-local effective pseudopotentials.
Main results:

  • "Ab-initio Study of the Electromagnetic Response and Polarizability Properties of Carbon Chains", M.Bianchetti, P. F. Buonsante, F. Ginelli, H. E. Roman, R. A. Broglia, F. Alasia, Physics Reports, Jan. 2002 (.zip file).
  • Conference proceeding "Field Emission Properties of Carbon Nanowires from Ab-Initio Calculations", M. Bianchetti, P. F. Buonsante, F. Ginelli, A. Lorenzoni, H. E. Roman, R. A. Broglia; proceedings IWEPNM99 (cp486, Electronic Properties of Novel Materials - Science and Technology of Molecular Nanostructures, Ed. H. Kuzmany, J. Fink, M. Mehring, S.Roth, AIP, 1999).
  • Ph.D. thesis "Ab initio calculations of axially symmetric isolated carbon structures: from linear chains to nanotubes" (.zip file, 12 Mb).

See cv and complete publication list

Nuclear Physics
(M.Sc. research)

During my M.Sc. research period I studied the weak transitions in nuclei, in connection with solar neutrino absorption, beta decay and electron capture phenomena, within the pn-QRPA (proton-neutron Quasi-Particle Random Phase Approximation), with effective Skyrme forces with both particle-hole and particle-particle channels. Nuclear Field Theory was used to describe the coupling between different quasi-particles and phonons.
Main results:

See cv and complete publication list

Teaching physics

During the four semesters 1998-2000, I lectured or co-lectured four courses:


Associazione Dottorandi e Dottori di Ricerca Italiani
Italian Ph.D. Association

Once upon a time, in the far 1995, someone decided to tray to change the rules of the game. As a first step, they looked for each other in internet, set up a mailing list and a web page, wrote a letter to the government; then they funded a national association, obtained an increase of the Ph.D. scholarship, edited a book; then... ok, it's a long story, see the official website: www.dottorato.it.

Main activities: