I'm Gianluigi, a quantitative researcher at the intersection of AI, risk and economics. I currently work as a senior credit risk modeller at Prometeia in Rome, where I develop and validate IFRS 9 and regulatory credit models for European banks. I also maintain an active research collaboration with the European Central Bank on AI methods for economic research. Before joining Prometeia, I was a research analyst at the ECB in Frankfurt. I hold a PhD from Inria and Université CÎte d'Azur: my thesis focused on the foundations of machine learning interpretability, under the supervision of Damien Garreau and Frédéric Precioso. Previously, I earned an MSc in mathematical engineering and a BSc in applied mathematics, both from Politecnico di Torino.
Drop me a line if you're ever in Rome or Brienza!
đ More about me: glopardo.com