Matteo Formenti holds a M.Sc. in Economics and a Ph.D. in Finance with a theoretical and empirical thesis on Asset Pricing Theory and the role of market risk perception drive inefficient prices. His thesis was awarded as the J. Doukas Best Doctoral Award given by European Financial Management Association.

He worked for Deloitte Consulting developing the methodology of back-testing applied to the internal model for counterparty credit risk that lead to write an article about “The efficiency of the Anderson-Darling test with limited sample size” that is a forthcoming publication of the Journal of Risk (August, 2019). He worked for UniCredit Risk Management dealing with the validation of internal models for market risk, counterparty credit risk, behavioral models, fair-value adjustments and additional value adjustments.
He is currently working in the Group Finance department with a focus on the behavioral models for managing liquidity and interest rate risk in the banking book. In 2019 he will publish as an editor the book The Handbook of Behavioral Models jointly with several coauthors coming from European banks.

He is Visiting Professor of market risk at MIP (Milan Politecnique) and full professor of Asset Management at LIUC (University of Castellanza) since 2014.