Riccardo Riccobello

Currently I'm a Senior Audit Specialist in Unicredit Group. My focus is on Interest Rate Risk (IRRBB), Liquidity Risk, Behavioural Models and Stress Testing

• Unicredit Group - Senior Audit Specialist (Sept. 2025 - Now)
• Deloitte Italy - Risk Advisory Consultant (Nov. 2020 - Sept. 2025)
• University of Trento - MATLAB Trainer (Feb. 2020 - May 2020)
• Trinityhosting.com - CEO and Programmer (2014 - 2016)

• Massachusetts Institute of Technology (MIT) Master in Statistics and ML (Sep. 2019 - May 2020)
• University of Trento Master in Finance (Sep. 2018 - Jan. 2021)
• University of Salento Bachelor in Economics and Finance (Sep. 2015 - Jul. 2018)

Below you can find the programming languages I have worked on during my career:

• Python (Advanced)
• R (Advanced)
• MATLAB (Advanced)
• SAS (Intermediate)
• Javascript/HTML5 (Intermediate)

Below you can find my research papers:

• Sparse graphical modelling for global minimum variance portfolio (2025 - Computational Management Science)
PDF
• Sparse Graphical Modelling for Minimum Variance Portfolios (2022 - Arvix pre-print)
PDF
• Sparse Graphical Modelling via the Sorted L1 Norm (2022 - Arvix pre-print)
PDF

You can reach me on: