Marco Scaringi

Marco Scaringi joined the Financial and Market Risk Management area of Intesa Sanpaolo in 2017 as quantitative analyst. His work covers pricing and risk management of financial instruments across all asset classes, with a focus on model validation, model risk, fair value adjustments, interest rate modelling, funding and counterparty risk and prudent valuation. His research focuses on interest rate models and XVAs, financial bubble analysis, portfolio optimization and Financial Benchmarks transition.

He holds an MSc in Theoretical Physics from University of Milan, with a thesis on advanced statistical mechanics techniques applied to the description and detection of financial bubbles through optimization heuristics. He also holds a post lauream degree Executive Course of Quantitative Finance from MIP, Graduate School of Business, Polytechnic of Milan, with a thesis concerning interest rate and XVA modelling.