Dr Malvina Marchese

About

Overview

Malvina is lecturer in Finance at the Faculty of Finance and the Academic Director of the Finance Cluster degrees at Bayes Business School (formerly Cass), City, University of London since August 2019. Previously to joining Bayes Business School , she lead the Risk Management Team of Shell Oil, Italy. Malvina holds a B.Sc. and an M.Sc. in Econometrics and Mathematical Economics and a Ph.D. Econometrics from the London School of Economics and Political Science.

She has extensive industry experience in quantitative risk management , having held full time and consultancy positions since 2008 in the industry. She is currently research advisor to Maersk Brokers in shipping econometrics and to CBRE Investment in real estate forecasting . Her research interest include econometrics of commodity markets , multivariate fractionally integrated GARCH models, long memory in realized volatility, forecasting measures and quantile panel regressions models.

Qualifications

• PhD, London School of Economics and Political Science, UK, 2011 - January 2015
• MSc Econometrics and Mathematical Economics, London School of Economics and Political Science, UK, September 2007 - July 2008

Employment

• Non -Executive Director of Econometrics, Timberlake Consultants, UK, September 2019 - present
• Econometric Advisor, Maersk Brokers (Denmark), Denmark, August 2019 - present
• Econometric Consultant, Dedalus s.p.a, Italy, January 2017 - October 2018
• Visiting Scholar, Bayes Business School (formerly Cass), City, University of London, UK, January 2016 - July 2019
• Head of Risk Management, Shell Oil, Italy, September 2008 - October 2011

Languages

English (can read, write, speak, understand spoken, peer review), French (can read, speak, understand spoken) and Italian (can read, write, speak, understand spoken, peer review)

Expertise

Primary topics

• Econometrics

Additional topics

• Financial Econometrics

Industries

• energy

Publications