Damiano Brigo

Prof. Dr. Damiano Brigo

Department of Mathematics, Imperial College London
orcid

Biography

Damiano Brigo started his academic career as Gilbart Chair in Financial Mathematics in 2010 at King’s College London, as Head of the Financial Mathematics group, and from 2012 Damiano has been appointed as Chair of Mathematical Finance at Imperial College London, where he headed the Math Finance research group in 2012-2019. Previously, Damiano worked full time in the financial industry as Managing Director in Fitch Ratings and previously as Head of Credit Models in Banca IMI. Damiano is still active in the industry and serves in the advisory board of firms. Damiano has been working on risk management, valuation and hedging and quantitative methods in finance across financial institutions and with regulators. Damiano published overall 100+ peer- reviewed works in Quantitative Finance, Systems Theory, Stochastic Analysis, Probability and Statistics, Operations Research, and field reference books in Interest Rates and Credit Modelling (Google scholar has H-index 41, 8900+ citations as of Nov 2021). A number of publications appeared in top journals. He was invited to give seminars at leading Universities such as Oxford, Cambridge, University of Chicago, New York University, Princeton, Columbia University of NY, MIT and many more. He has been interviewed by the press and has authored a few press columns. Damiano has been the most cited Risk Magazine technical author in 1998-2017. Damiano obtained his PhD in stochastic filtering with differential geometry in 1993-1996.

Affiliations

No affiliation has been shared yet.

Honors and Awards

No honors or awards have been shared yet.

Experience

No experience has been shared yet.