CEO
Dr. Marco Delzio
Dr. Marco Fabio Delzio graduated in Economics and Finance from the LUISS Guido Carli in Rome, in addition to a master's and a PhD in Mathematical Finance. He was an Officer at the Bank of Italy and the Bank of International Settlements, and held the position of Vice President in the Capital Markets departments of Credit Suisse and Citigroup based in London.
In 2008 he founded Martingale Risk, a financial engineering company specializing in the analysis of complex financial instruments, of which he is currently the CEO. He is the organizer of the Executive Master's Course in Derivatives Risk Management at the LUISS Business School, where he is a professor and scientific referent. Dr. Delzio is also a Technical Consultant at the Court of Rome, and has been a Party Technical Consultant for hundreds of Italian companies and local authorities. He is the author of numerous publications and articles on a national and international level.
Current Roles
2008 - present
Martingale Risk Srl
Rome, Italy
Founder, Managing Partner & CEO
2018 - present
Università LUISS
Guido Carli School of Business
Rome, Italy
Professor & Scientific Referent
Executive Course of Derivatives Risk Management
Administration, Finance & Management Program
Curriculm vitae summary
2004
PhD in Financial Mathematics, Rome.
Awarded at the University of Tor Vergata.
2000
Bank of Italy official, Rome.
Department of Credit Institutions Supervision and Policy Monetary and Exchange Policy.
1998
Bachelor's in Economics, Rome.
Awarded at Luiss - Guido Carli University.
2004
Officer Bank for International Settlements, Basel.
Risk methodologies Department.
2005
Credit Suisse official, London.
Derivatives pricing specialist in the Valuation
Risk Group.
2006
Vice President Citigroup, London.
Derivatives pricing specialist and structurer at
the Fixed Income Quantitative Analysis Group.
2008
CEO della Martingale Risk Ltd, Londra e Roma.
Publications
Research by Dr. Delzio
Articles by Dr. Delzio