Who is Who


Professor Damiano Brigo

Head of Capco Institute

Professor Damiano Brigo is the Director of the Capco Institute and the Editor of the Journal of Financial Transformation. Damiano also serves as business advisor for Capco. He is an extensive author, having published more than 70 works in renowned journals in the Mathematical Finance, Probability and Systems Theory communities and field reference volumes on Interest Rate and Credit Risk Modeling. Damiano is also world recognized research leader and author in interest rate, counterparty credit risk and funding modeling, including CVA, DVA and FVA modelling. Professor Brigo was the most cited Risk Magazine Author in both 2006 and 2010, and has an H-index of 24 in Google Scholar.

Thought Leadership
Professor Brigo is Chair and co-Head of the Mathematical Finance research group at Imperial College, London, currently ranked by Times Higher Education as the eighth leading university in the world for 2012. Formerly Gilbart Professor and Head of Group at King's College, Professor Brigo was previously Managing Director and Head of the Quantitative team in Fitch Solutions.

Earlier in his career, Damiano worked as Head of Credit Models in Banca IMI's front office and as Fixed Income Professor at Bocconi University in Milan. Damiano is also Managing Editor of the International Journal of Theoretical and Applied Finance, and has been a member of the Fitch Advisory Board. He is a member of the Scientific Committees for Conferences which typically take place at MIT, along with other academic and industry institutions. Damiano obtained a PhD in stochastic filtering with differential geometry from the Free University of Amsterdam, following a BSc in Mathematics with honors from the University of Padua.