Director, Quant Analyst UBS. Group Risk Control, Credit Risk (Retail) Model Validation. IFRS9 project manager.
Associate Director, Quant Analyst UBS. Group Risk Control, Credit Risk (Retail) Model Validation.
08/2009 – 11/2015:
Maître assistant, University of Neuchâtel (Institut de recherches Économiques)
09/2013 – 09/2014:
European Central Bank, Monetary Policy Stance Division, Policy Assessment Section (Consultancy)
Lecturer, Executive MBA HEC Lausanne
Teaching assistant, Universitat Pompeu Fabra and HEC Lausanne
Ph.D. in Economics, HEC Lausanne. Supervisor Pascal St-Amour, thesis title: Indicators, Feedbacks and Policies: Three Essays in Empirical Banking
Swiss Doctoral Program in Economics, Study Center Gerzensee, Full program (Microeconomics, Macroeconomics and Econometrics)
Dottorato di Ricerca in Economia, University of Cagliari, (Italy) Supervisor Gianna Boero, thesis title: Two essays on Income Inequality
Master in Economics, Universitat Pompeu Fabra (Spain)
Master in Economics and Finance, University Federico II (Italy)
Degree in Political Science (110/110 cum laude), University of Cagliari (Italy). Supervisor Gianna Boero, thesis title Transmission Analysis of Monetary Shocks: an Econometric Approach for European Countries
Move it! How an electric contest motivates households to shift their load profile, (2017) with D. Pacheco and S. Weber. Energy Economics, Elsevier, vol. 68(C).
Swiss Politicians' ties: A comprehensive dataset, (2017) with M. Péclat. Swiss Political Science Review. Volume 23, Issue 2 June 2017.
Determining the flexibilization potential of the electricity demand, (2015) with D. Pacheco, S. Weber, N. Wyrsch and Y. Riesen. SFOE publication 291032, Swiss Federal Office of Energy.
Optimal Weights and Stress Banking Indexes (2013). ICBR Volume 2 - November 2013 issue.
TAF Effect on Liquidity Risk Exposure, with Andreas Waelchli. No 15-07, IRENE Working Papers.
TARP Effect on Loan Provision: Evidence from the Last Financial Crisis, with Andreas Waelchli. No 15-06, IRENE Working Papers.
Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach. No 13-01, IRENE Working Papers.
LTRO Effect on bank behaviour: Evidence from the 2006-2008 crisis period, with Jan-Hannes Lang and Jens Eisenschmidt.
Advanced knowledge in Stata, Perl, Microsoft Office and LaTEX. Knowledge in R and SQL.
Italian (mother tongue), German (B1/B2), English (C2), French (C2), Spanish (C2), Catalan (B1).