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Dr. Marco Delzio

Marco Delzio CEO

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

Icon Martingale Risk

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


PhD in Financial Mathematics, Rome.
Awarded at the University of Tor Vergata.


Bank of Italy official, Rome.
Department of Credit Institutions Supervision and Policy Monetary and Exchange Policy.


Bachelor's in Economics, Rome.

Awarded at Luiss - Guido Carli University.


Officer Bank for International Settlements, Basel.
Risk methodologies Department.


Credit Suisse official, London.
Derivatives pricing specialist in the Valuation
Risk Group.


Vice President Citigroup, London.
Derivatives pricing specialist and structurer at
the Fixed Income Quantitative Analysis Group.


CEO della Martingale Risk Ltd, Londra e Roma.


Research by Dr. Delzio

Articles by Dr. Delzio

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