MrNicolo Ceneda

Nicolo is a PhD candidate in the Finance Department at Imperial College London, where he is a member of the Asset Pricing Research Group. His research focus is Macro-Finance, where he works at the intersection of Macroeconomics and Asset Pricing Theory. His areas of expertise are fixed income securities and financial derivatives. His research is supervised by Harjoat Bhamra, Franklin Allen and Ziang Li, and is funded by the President’s PhD Scholarship.

Nicolo holds a BSc in Economics and Finance from Bocconi University, a MA in Finance from the University of St Gallen, and an MRes in Finance from Imperial College. During his studies, he has been a visiting student at the University of California Los Angeles, Cornell University, and Stanford University.

Prior to his PhD, Nicolo interned in the markets division of Deutsche Bank in Zurich and London. More recently, he interned again at Deutsche Bank in London as a quantitative researcher, where he worked with the hybrid rates and algorithmic rates trading desks to develop machine learning models to forecast the volatility of Treasury futures.