Current position
Scientific Advisor, Quantitative Modelling & Model Governance — Proficiency S.r.l. (Jan 2026 – ongoing) Independent academic advisor on fund selection and asset allocation: quantitative modelling, stochastic systems, machine learning, and model governance in financial services.
Previously
- Visiting Researcher, Barcelona School of Economics, Spain (May – July 2026) — with Prof. Chiara Amorino, on non-exchangeable interacting particle systems via decorated graph limits (probability graphons)
- Postdoctoral Researcher, Alfréd Rényi Institute of Mathematics, Budapest — ERC DYNASNET (Jan 2024 – Dec 2025)
- Quantitative Researcher, Proficiency S.r.l., Italy (Jan 2024 – Dec 2025)
- PhD in Mathematics, Leiden University (2019 – 2023) — thesis: Spectral signatures of breaking of ensemble equivalence, supervised by F. den Hollander, D. Garlaschelli and M. Mandjes
- MSc Theoretical Physics, University of Bologna — 110/110 magna cum laude
- BSc Physics, University of Bologna — 110/110 magna cum laude
Research interests
Graph limits and graphons · large deviations · random matrix theory · statistical physics and spin systems · preferential attachment · Glauber dynamics and mixing times · interacting particle systems · applications to complex networks, machine learning and quantitative finance.
See the publications and research pages for details.
📄 Download my full CV (PDF) — or email me at me@pierfrancescodionigi.com.