I have joined AQR Capital Management in 2018 as a Vice President and I’m part of the fixed-income and credit research team.
I started my research work in finance in 2012 when I was at the University of Chicago Booth SoB, initially as a visiting scholar and then as a post-doctoral fellow at the Fama-Miller Center for Research in Finance. In 2016 I joined the thematic research team at Two Sigma Investments where I focused on global macro and factor investing research.
I conduct research on asset pricing, credit risk, systemic risk and macro-finance. I am the recipient of several academic awards, including: the 2016 Jack Treynor Prize, the 2014 UniCredit & Universities Best Ph.D. Thesis Award, the 2014 John A. Doukas Best Ph.D. Paper Award and the 2011 Orazio Ruggeri Best Master Thesis Award.
I earned the Ph.D. in Finance at the University of Rome ‘Tor Vergata’ in 2013, and the master’s degree with summa cum laude and special mention (“dignità di stampa”) in economics and finance at LUISS ‘Guido Carli’ University in Rome in 2010. My undergraduate work was in economics and finance at the University of Salerno where I graduated in 2007.
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