Marco C. Email & Phone Number

London, England, United Kingdom

Global Head of iShares Data and Index Research and EMEA Head of iShares Product Research and Innovation

Responsible for the development of Vanguard’s Model Portfolio offering across advised and discretionary portfolios in the UK and Europe, including research and governance oversight.

London

London, United Kingdom

▪ In charge of EMEA product research and innovation team (5 person team).▪ Conduct, publish and present research on smart beta across asset classes.▪ Support the effort of the sales team with ad hoc research on factor performance and portfolioconstruction.▪ Design smart beta fixed income strategies suitable for ETF wrappers including fallen angels strategy,sovereign and credit screening.▪ Spearheaded an initiative to develop a python infrastructure for back testing and analysis.

▪ Served as systematic strategy researcher at boutique asset management firm.▪ Conducted extensive research on equity strategies based on merger arbitrage, activist investors,volatility carry and hedge fund replication.▪ Compiled research documentation and technical description of the strategies.▪ Implemented strategies in Python to run analyses and back-testing.▪ Ran analysis on portfolio risk factor exposures and scenario analysis for third-party clients.

London, United Kingdom

▪ In charge of Equities Index Strategy (3 person team, until February 2011) and Commodities Index Strategy (3 person team, from in February 2011).▪ Designed and implemented systematic strategies in an index format. Involved in the full life-cycle of products including research and idea generation, coordination with trading desk to ensure strategy tradability, legal and IT implementation, production issues, and client marketing. Strategies captured the major risk premia in commodities, equities, fixed income and FX, including thematic beta, carry, volatility, trend, value, liquidity and event driven strategies.▪ Developed algorithms for portfolio allocation across strategies.▪ Published regular research papers on risk premia in the commodity space and commodity indicesperformance attribution.▪ Participated in various conferences and presented research at client pitches.▪ Managed the creation of the equity index platform, including methodology, infrastructure for indexcalculation, performance attribution and daily production and legal/compliance framework.▪ Created a model for the performance attribution of commodity indices and coordinated a project toconstruct a more scalable platform for commodity strategy back-testing and development.▪ Developed strong working relationships with trading and structuring teams.▪ Involved with recruitment efforts and mentored junior team members.

London, United Kingdom

▪ Created and back-tested underlyings for various structured products including volatility indices, renewable energy and emerging markets equities indices.▪ Provided sales team with quantitative analysis and research on specific investment strategies.

Paris Area, France

Research in mathematics applied to financeTeaching activities

(Formerly Université Denis Diderot) Doctor Of Philosophy (Ph.D.), Applied Mathematics

▪ Recipient of highly competitive CREST studentship, which funds Ph.D. projects in the field of mathematical finance. ▪ Research topics.

Master'S Degree (Formerly Dea - Université Pierre Et Marie Curie), Probability And Finance

Dissertation on Volatility Arbitrage

Doctor Of Philosophy - Phd, Computational Mathematics

« Cotutelle » with Université Denis Diderot (now Université de Paris)

Master'S Degree, Data Science, Distinction

Dissertation on network models for the propagation of the default risk

Master'S Degree, Psychology, Distinction

Dissertation on the impact of category learning on auditory selective attention

Laurea In Matematica, Applied Mathematics, Maximum Grade Cum Laude

Dissertation on numerical methods for non smooth optimisation