Riccardo Riccobello

Currently I'm a Risk Advisory Consultant. Mainly I work as a data scientist/software developer for Italian and European Banks. My focus is on Interest Rate Risk (IRRBB) and Liquidity Risk.

• Deloitte Italy - Risk Advisory Consultant (Nov. 2020 - Now)
• 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 Arvix pre-print papers

• 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: