Prof. Dr. Alessandro Gnoatto
Fähigkeiten und Kenntnisse
Werdegang
Berufserfahrung von Alessandro Gnoatto
- Current 3 years and 1 month, since May 2023
Full Professor of Mathematical Finance
Università degli Studi di Verona
President of the Master Program in Banking and Finance
- 5 years and 2 months, Mar 2018 - Apr 2023
Associate Professor of Mathematical Finance
Università degli Studi di Verona
In charge for the lecture on Financial Risk Management - Master in Quantitative Finance Financial Mathematics - Bachelor in Applied Mathematics
- 2 years and 6 months, Sep 2015 - Feb 2018BayernLB
AVP - Interest Rate Derivatives Trading and xVA Desk
Front office Quantitative Analyst. Computation of CVA, DVA,FVA, CollVA, KVA via Hybrid FX-Interest rate models. Coding in Java, Python, VBA.
- 6 months, Sep 2011 - Feb 2012
Financial Analyst
Prometeia SpA
- 6 months, Mar 2008 - Aug 2008
Internship - Derivatives management
Fondiaria Sai
Synthetic FX fwd, Fwd Variance Swaps, CDS Basis trades, covered calls.
Ausbildung von Alessandro Gnoatto
- 2 years and 1 month, Sep 2009 - Sep 2011
Mathematical Finance
ETH Zürich
- 3 years, Jan 2009 - Dec 2011
PhD in Financial Mathematics
Università degli Studi di Padova
Derivatives pricing using matrix stochastic processes. Laplace Transform of the Wishart process. Fixed-income and FX markets.
- 5 years and 2 months, Sep 2003 - Oct 2008
Mathematical Finance
Università degli Studi di Padova
Mathematical Finance: Equity derivatives, stochastic volatility models. Econometrics: ARMA, GARCH models. Optimal control theory with economic applications. Microeconomics. Applied mathematics.
Sprachen
German
C1 (Fließend)
English
C1 (Fließend)
Italian
C2 (Verhandlungssicher / Muttersprachlich)
Spanish
B1-B2 (Gute Kenntnisse)
French
A1-A2 (Grundkenntnisse)
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