Dr Stefano Grillini
Stefano currently works as portfolio risk manager at the EMEA headquarter of Morgan Stanley in London. He is part of the Stress testing and Portfolio risk team. Key responsibilities include Identifying, measuring, and analysing the aggregate portfolio risk for EMEA Group, including Market, Credit and Liquidity Risk. He contributes to the development of new quantitative methods to measure and manage cross-risk concentrations and stress testing scenarios, by identifying risk factors vulnerabilities across asset classes. He also serves as managing director and board member for AST SpA, a company in the hospitality sector in Italy since 2020, where he previously worked as investment strategist. Stefano is also head of the Greentech research group at FattiDiAlgos, an Italian non-profit organisation involved in the dissemination of knowledge bridging the gap between finance and AI.
Before joining Morgan Stanley, Stefano worked as full-time and associate lecturer in Economics and Finance at the University of Bradford, where he was also programme leader of the MSc Financial Management. He has teaching experience at all levels within the University, including MBA, MSc and BSc. He obtained his PhD in Finance in 2019 and an MSc in Finance from the University of Bradford. Previously, he obtained a BSc in Business from the La Sapienza University of Rome.
His research interests include empirical asset pricing, multifactor models, liquidity, and climate risk. He has a significant track record of publications in international academic journals, including the International Review of Financial Analysis and Economics Letters in the areas of asset pricing and economics. Stefano actively presented his joint research papers at international conferences, and he is currently interested in Climate risk in asset pricing models and applied econometrics research.