Marco Bianchetti, PhD

Marco Bianchetti joined the Market Risk Management area of Intesa Sanpaolo in 2008. His recent work covers derivative pricing and risk management across all asset classes, with a focus on new product development, model validation, model risk management, funding and counterparty risk, and Quasi Monte Carlo. Previously Dr. Bianchetti worked for 8 years in the front office Financial Engineering area of Banca Caboto (now Banca IMI), developing pricing models and applications for interest rate and inflation trading desks. He is a frequent speaker at international conferences and training sessions in quantitative finance. He holds an MSc in theoretical nuclear physics and a PhD in theoretical condensed matter physics.