marco bazzi

vice president

About

Phd in Statistics - Economic and Financial Time Series Analysis. Experience as Wholesale Credit Risk model developer in a leading global bank.

Country

united kingdom

City

london

Industry

banking

Skill

statistics, econometrics, time series analysis, r, statistical modeling, econometric modeling, statistical computing, statistical software, monte carlo simulation, predictive modeling, latex, data analysis, bayesian statistics, probability theory, statistical inference, economics

Experience

assistant vice president

barclays

2015-9 - 2018-3 · 2 yrs 7 mos

phd candidate in statistics

university of padova

2012-1 - 2015-3 · 3 yrs 3 mos

visiting phd student

vrije universiteit amsterdam

2013-1 - 2015-3 · 2 yrs 3 mos

I wrote (part of) my PhD thesis under the supervision of Prof. Siem Jan Koopman

collaborator

ires-cgil

2009-10 - 2010-2 · 5 mos

Public finance database maintenance and statistical analysis.

vice president

barclays

2018-4 - Present · 8 yrs 6 mos

phd trainee

european central bank

2015-4 - 2015-8 · 5 mos

Education

università degli studi di padova

statistics

2012-1 - 2015-1 · 3 yrs 1 mo

vrije universiteit amsterdam (vu amsterdam)

statistics

2013-1 - 2015-1 · 2 yrs 1 mo

Visiting Ph.D student

ku leuven faculty of engineering technology & faculty of movement and rehabilitation sciences

statistics

2010-1 - 2011-1 · 1 yr 1 mo

Visiting student with Erasmus Exchange Program; 5 months (September 2010-February 2011)

università degli studi di padova

2009-1 - 2011-1 · 2 yrs 1 mo

Final marks: 110/110 cum laude Activities and Societies: Thesis: "Monte Carlo methods for estimation of stochastic volatility model" Supervisor: Prof. Silvano Bordignon Advisor: Dott. Davide Raggi

università degli studi di padova

economics

2006-1 - 2009-1 · 3 yrs 1 mo

Final marks: 110/110 cum laude Activities and Societies: Final dissertation: "Value at Risk: a simple forecasting method" Supervisor: Professor Silvano Bordignon