Paolo Vanini

Paolo Vanini (born January 31, 1963 ) is a Swiss financial scientist and financial engineer.

education

After graduating from high school , Vanini studied physics at the University of Zurich from 1983 to 1988 , where he completed his studies in theoretical physics . From 1991 he studied at the Federal Institute of Technology Zurich and received his doctorate there in 1994 in mathematics .

Professional career

In 1995 Vanini returned to the University of Zurich, where he worked as a research associate at the Institute for Empirical Economic Research until 1998 . He has been with Zürcher Kantonalbank since 2000, in risk management until 2004 and since then as Head of Trading and Sales of Structured Products . At the same time, he has been assistant professor since 2001 , at the University of Italian Switzerland in Lugano until 2004 and at the Swiss Banking Institute at the University of Zurich since then . He also conducts research in the fields of financial engineering , applied finance and risk management.

In addition, he lectures and regularly publishes working papers and studies on topics such as risk management and portfolio management , including in various international specialist publications such as John C. Hull's " Journal of Risk ", in the " European Finance Review ", in the " Journal of Economic Dynamics and Control ”or in the“ Journal of Banking and Finance ”. For the working paper “ Equilibrium Impact of Value-At-Risk ”, Vanini was awarded the “Outstanding Paper Award” by the German Finance Association (DGF) in 2003 together with co-authors Markus Leippold and Fabio Trojani . In 2004 the working paper “The Quantification of Operational Risk”, which was written together with Markus Leippold, was awarded “Highly Commended” at the “Operational Risk Achievement Awards” in London in the “Academic paper of the year” category. Since 2006 he has also been Head of Knowledge Transfer at the Swiss Finance Institute and since 2008 Vice President of the Swiss Association for Structured Products .

family

Paolo Vanini is married and has two children.

Web links

• Prof. Dr. Paolo Vanini. Department of Banking and Finance, University of Zurich(English, with list of publications and curriculum vitae). 
• Prof. Dr. Paolo Vanini , Swiss Finance Institute - Geneva

Individual evidence

1. ↑ Prof. Dr. Paolo Vanini. Department of Banking and Finance, University of Zurich, accessed on November 11, 2018 (English). 
2. ↑ Prof. Dr. Paolo Vanini: list of publications. Department of Banking and Finance, University of Zurich, accessed on November 11, 2018 (English). 
3. ↑ Finanzwirtschaftliche Tagung DGF 2003. In: JOGU 187/2004. (PDF; 147 kB) cofar.uni-mainz.de, 2004, accessed on November 11, 2018 . 
4. ↑ OpRisk & Compliance  ( page no longer available , search in web archives )  Info: The link was automatically marked as defective. Please check the link according to the instructions and then remove this notice.