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Master of Financial Engineering Program

First-Person

Andrea Amato

Andrea Amato

Andrea Amato obtained his Master of Science in Finance and his Bachelor degree in Economics and Finance cum laude from Bocconi University. In his Master's final thesis, he constructed a set of trading strategies on the commodity futures market and studied their past performances employing advanced econometric techniques that allowed for the presence of multiple and unobserved regimes in the model's dynamics. During his internship at Unicredit Bank, on its equity derivatives trading desk, Andrea focused on the monitoring, pricing, booking, and P&L reporting of both plain and complex equity-linked products. Andrea is passionate about research. While working at CAREFIN, a research center in applied finance at Bocconi University, and when he was a Ph.D. student at USC, he took part in several research projects, either as a research assistant or as co-author. These projects focused on different aspects of the financial research spectrum: from the pricing effect of the introduction of a new legal clause in government bonds' term sheets to a deep investigation of the proxies for illiquidity in the American stock market. Andrea is a passionate runner and swimmer and enjoys good food with the company of his family and friends.