Marco Colbacchini, Industrial PhD student
Marco was employed on 1 March 2025 as an Industrial PhD student at the department’s section for Insurance and Economics in collaboration with Nordea Bank.
Marco is pursuing an Industrial PhD project titled “Volatility Risk for Risk Managers”, with Rolf Poulsen as the academic supervisor. The research aims to improve the measurement of market risk for option contracts, with particular focus on operational challenges such as cases where historical option data is scarce.
Marco holds a master’s degree in Finance and Investments from Copenhagen Business School. He graduated in 2017 with the thesis “The Volatility Smile: An Empirical Comparison of Option Pricing Models”, supervised by David Glavind Skovmand.
Since graduation, Marco has held various positions in the banking sector. Since 2022, he has worked as a Quantitative Risk Analyst at Nordea, where he has contributed to the development of market risk models.
You can find Marco in office 04.3.20.