Curriculum Vitae

Download CV (last update: August 2016)

Gerardo Manzo
Two Sigma Investments
Contact Me

RELEVANT POSITIONS

  • Thematic Researcher, Two Sigma Investments, 2016-
  • Fama-Miller Post-Doctoral Research Fellow, University of Chicago Booth School of Business, 2014-16

EDUCATION

  • Ph.D. in Money and Finance, University of Rome ‘Tor Vergata’, Rome, Italy. 2010-13
    • DISSERTATION: “What Drives Systemic Risk: Political Uncertainty and Contagion in Credit Markets” [Supervisor Prof. Pietro Veronesi]
    • HONORS: Unicredit & Universities Best Ph.D. Thesis Award

  • M.Sc. in Economics and Finance, LUISS ‘Guido Carli’, Rome, Italy, 2008-10
    • HONORS: Summa cum Laude, Dignità di stampa,
    • Orazio Ruggeri Best M.Sc. Thesis Award

  • B.Sc. in Economics and Finance, University of Salerno, Salerno, Italy, 2004-07

RESEARCH FIELDS

  • Theoretical and Empirical Asset Pricing, Credit Risk, Systemic Risk, Macro-finance and Network Analysis

RELEVANT POSITIONS

  • 2014-16    Fama-Miller Post-Doctoral Research Fellow
  • 2015         Research Assistant for Prof. Robert H. Gertner, Booth School of Business
  • 2012-14    Research Assistant for Prof. Pietro Veronesi, Booth School of Business
  • 2012-14    Research Assistant for Prof. Lubos Pastor, Booth School of Business
  • 2012-14    Research Assistant for Prof. Bryan Kelly, Booth School of Business
  • 2012-14    Research Assistant for Prof. Stefano Giglio, Booth School of Business
  • 2012-13    Visiting Scholar Researcher, Booth School of Business
  • 2011        Teaching Assistant for Prof. Stefano Herzel, University of Rome “Tor Vergata”

SCHOLARSHIPS, HONORS & AWARDS

  • 2016         Jack Treynor Prize for superior academic working paper
  • 2015         I-House at University of Chicago Residential Fellowship for Academic Merits
  • 2014         UniCredit & Universities Best PhD Thesis Award
  • 2014         John A. Doukas Doctoral Best Paper Award
  • 2014         I-House at University of Chicago Residential Fellowship for Academic Merits
  • 2011         ‘Orazio Ruggeri’ Best MSc Thesis Award
  • 2010-13    Ph.D. Fellowship, University of Rome ‘Tor Vergata’
  • 2010         Master’s degree summa cum laude and dignità di stampa

PROFESSIONAL ACTIVITIES

  • Presentations & Discussions 2016/2017:
    • American Finance Association Annual Meeting (Chicago, January 2017)
  • Presentations & Discussions 2015:
    • Financial Stability Conference (Washington DC, December), Midwest Finance Association (Chicago, USA, March), Bocconi University (Milan, Italy, February), Board of Governors of the Federal Reserve System (Washington DC, USA, January)
  • Presentations & Discussions 2014:
    • Chicago Booth Finance Seminar (Chicago, USA, October), SoFiE Conference on “Systemic Risk and Financial Regulation” (Banque de France, Paris, France, July), EFMA Conference (Rome, Italy, June), UniCredit & Universities Awards Ceremony (Milan, Italy, June)

PAST WORKING EXPERIENCE

  • Business Analyst, The New Alitalia, Compagnia Aerea Italiana, June-August 2010

PROGRAMMING SKILLS

  • Python, Matlab, Stata, Eviews, Excel/VBA, SAS, HTML

HOBBIES

  • Volleyball, Gym, Reading