Marco Airoldi

Head of Financial Engineering @Mediobanca

Milan, IT
MOBILE NUMBERS
+91 *********19

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WORK HISTORY

Sep 2001 — Present

Head of Financial Engineering @Mediobanca

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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

1991 — 1992

Scuola Internazionale Superiore di Studi Avanzati di Trieste

Master, Physics - Theoretical Condensed Matter Physics

1986 — 1991

Università degli Studi di Milano

Degree in Physics, Physics - Theoretical Physics

1993 — 1995

Scuola Internazionale Superiore di Studi Avanzati di Trieste

Ph.D., Physics - Theoretical Condensed Matter Physics

SKILLS

Financial MarketsOptionsFx OptionsQuantitative AnalyticsEquity DerivativesStructured ProductsBloombergMonte Carlo SimulationEquitiesCredit RiskBasel IiDerivativesVarVbaQuantitative FinanceRisk ManagementTradingAlmFixed IncomeFinancial RiskFinancial EngineeringSwaps

ABOUT MARCO AIROLDI

Head of Financial Engineer at Mediobanca

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Marco Airoldi — Head of Financial Engineering at Mediobanca in Milan, IT | Unifers