Emilio Dermani

Emilio Dermani is a seasoned professional in the field of risk assessment and modeling, currently serving as a Market and Counterparty Risk Expert at Finansinspektionen since May 2022, focusing on quantitative aspects involving FRTB-IMA, FRTB-SA, FRTB-CVA, and IMM. Prior to this role, Emilio was a Manager at FCG, specializing in quantitative risk modeling and machine learning, and worked as a Model Expert at Finansinspektionen, reviewing banks' IRB models for robustness and compliance. Emilio's experience includes developing IRB models at Nordea and working on market risk consultancy projects at Skandia Norden. Additionally, Emilio has a background in data analytics as a Research Assistant at Sveriges riksbank and experience as a Teaching Assistant at Stockholm University. Emilio holds a Master of Science in Mathematical Statistics with a specialization in Financial Mathematics and Risk from Stockholm University and a Bachelor of Science in Mathematical Statistics and Actuarial - Financial Mathematics from the University of the Aegean.