CV
Work experience
- April 2021-Present: Policy Advisor
- De Nederlandsche Bank, Amsterdam
- Duties included: Development of stress testing models
- November 2018-April 2021: Model Validator
- ING Bank, Amsterdam
- Duties included: Validation of IRRBB models
- September 2017-September 2018: Post-Doctoral Research Fellow
- Scuola Normale Superiore, Pisa
- Duties included: Research on high-frequency data and related liquidity indicators
Education
- Ph.D in Financial Econometrics, Maastricht University, 2018
- M.Res. in Econometrics, Universite Libre de Bruxelles, 2014
- M.S. in Finance, University of Siena, 2013
- B.S. in Economics and Statistics, University of Siena, 2010
Publications