Manola Santilli, PhD

Manola joined the Market and Financial Risk Management area of Intesa Sanpaolo in 2015 as a market risk analyst in the Internal Model Market Risk Office. She works in market data management, with a focus on market data collection and statistical analysis of historical time series across all asset classes, market risk metrics monitoring, analysis and implementation of FRTB.

Previously she worked as a quantitative analyst in Société Générale.

She holds a PhD in Statistical Economics, with a thesis on advanced stochastic volatility models for derivative pricing, and an MSc in Economics and Finance.