Massimo Morini Email & Phone Number

United Arab Emirates

Professor of Fixed Income and Lecturer, Term Structure and Decentralized Finance

Lugano, Ticino, Switzerland

Zurich, Switzerland

Maths and Economics for Decentralized Governance

Greater New York City Area

Milan Area, Italy

Member of Board of Directors, Quantitative Finance, and Lecturer, Fintech

I joined the Economic Advisory Committee on July 4, 2019, a few weeks after the launch of the network, serving at the same time as Head of Economic Research, and becoming Chief Economist in 2020. Until the end of 2021 I led the design and evolution of the community incentives and distribution framework of the Algorand platform, that grew from position 50 to 18 in the global blockchain ranking. In 2021 I also led treasury management. From 2022 role shifted on increasing decentralization in governance and in support of the nascent DeFi ecosystem, that grew until position 15 in the global ranking. In 2023 I followed few mainly European projects to leave the foundation in May.

Worked with ISDA at their Domain Language Model for Smart Contracts. Implemented a test Smart Derivatives system on Ethereum with Automated Collateral, covered by specialized press including Coindesk.

Milan

As the largest team of quants, providing Fixed Income solutions in the Financial Engineering of the Investement Bank, we developed quantitative models, algorithms, software libraries and market platforms for financial products, investments and risk management. As part of my role or as additional resposibilities, I was often involved with regulators and with the implementation of regulations, I was part of several negotiations working regularly with Trading, Sales, Legal, I coordinated the first model risk meetings with model validation units, I was responsible for the first graduate school of the corporate division.Previously, I joined Intesa San Paolo as a consultant in 2001, I became Coordinator of Model Research in 2008, Head of Credit Models in 2007, and finally Head of Interest Rates and Credit Models in September 2011. I left the latter position in September 2019 and continued advising on the implementation of Distributed Ledger technology until August 2021.

Washington D.C. Metro Area

I supported the Quant and Risk Management teams in several sessions regarding Funding, Collateral, Counterparty Risk Management, Interest Rate and Cross-Currency Derivatives Modelling, and Blockchain and Machine Learning applications to Financial Services.

Singapore

Training Senior Staff on Blockchain Technology and Financial Markets, in particular Credit, Interest Rates, and Model Risk, based on 3 public tenders. Presenting to the whole staff on Digital Currencies.

Founding partner and research fellow at Fulgur Lab, where we research trustless off-chain architectures for public blockchain networks, with a focus on persistent financial contracts.

Participated to CORDA developments and debate and led the Valuation, Collateral & Risk Management working group

Msc, Economics And Quantitative Finance

Marie Curie Scholar And Research Fellow, In Probability And Stochastic Calculus

Phd, Mathematics

Phd, Mathematics For Financial Markets

International Multiregional Business Program Scholarship (Mibp)