Mirco Martini is a skilled professional with extensive experience in risk models validation and operational risk analysis. Currently serving as a Risk Models Validation Specialist at BPER Banca since June 2021, Mirco has successfully completed multiple validation projects focusing on Pillar 2 capital requirements, including the assessment of IRRBB, market risk VaR, and operational risk models. Previously, at Banco BPM, Mirco worked as an Operational Risk Models Analyst, conducting quantitative analysis and implementing machine learning techniques. Mirco's academic background includes a Post Graduate Diploma in Mathematical Finance from Alma Mater Studiorum – Università di Bologna, a Master's degree in Theoretical Physics, and a Bachelor's degree in Physics, both from Università degli Studi di Trieste. Additionally, Mirco gained research experience as a Visiting Scientist at the Abdus Salam International Centre for Theoretical Physics, working on statistical mechanics in exchange economies.
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