Carmine De Franco

Head of Research
Ossiam

Carmine de Franco is the head of research at Ossiam. Graduated in Mathematics from the University of Roma II - Tor Vergata and the University Paris VII - Denis Diderot, he holds a PhD in Probability and a master’s degree in Financial Random Modelling from the University Paris VII-Denis. His domain of expertise spans from mathematics and probability theory to statistics, from financial research to investment strategy design and cross-asset portfolio construction. More recently, his research topics have focused on ESG themes, low carbon and biodiversity approaches in financial investments, as well as machine learning and artificial intelligence. He is co-author of several research papers on portfolio insurance, modelling and hedging with stochastic jumps, regime switching models, interest rates and equity duration, smart beta, Bayesian learning and portfolio construction under uncertainty, ESG and machine learning.