Marco Airoldi
Head of Financial Engineering @Mediobanca
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WORK HISTORY
Head of Financial Engineering @Mediobanca
Milan, IT
Head of financial engineering in Mediobanca. I lead up a team of 9 quants based in Milan and London. We support the front office on the following asset classes: IR, equity, credit and alternatives. Our focus is both on the pricing of exotic derivatives as well as front office system support. Our activities include: 1) developing in house proprietary libraries, based on C++; 2) support to trading desks and 3) linking external pricing libraries into Murex (Flex).
EDUCATION
Scuola Internazionale Superiore di Studi Avanzati di Trieste
Master, Physics - Theoretical Condensed Matter Physics
Università degli Studi di Milano
Degree in Physics, Physics - Theoretical Physics
Scuola Internazionale Superiore di Studi Avanzati di Trieste
Ph.D., Physics - Theoretical Condensed Matter Physics
SKILLS
ABOUT MARCO AIROLDI
Head of Financial Engineer at Mediobanca
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