Rome, May 2-3, 2017

10:10-10:50

Matteo Bissiri

Cassa Depositi e Prestiti

Modeling Behavioral Risk.

Matteo Bissiri

Cassa Depositi e Prestiti

 

Matteo Bissiri is presently working as a Head of Financial Engineering and Fair Value Valuation at Cassa Depositi e Prestiti S.p.a (CDP), where he is responsible for financial modelling, numerical algorithm design and quantitative risk management. He formerly worked as a quant analyst at Banca IMI. His interests include pricing and modelling of interest rates, credit and equity risk with a particular focus on behavioral models. He holds a Master’s degree and a PhD in Physics and Material Science as well as a Master in Quantitative Finance.