Dr. Pasquale Cirillo

Current Position

I am Assistant Professor of Applied Probability at TU Delft.
I belong to the Applied Probability and Finance groups.

I coordinate the Financial Engineering Specialization of the Master of Applied Mathematics, where I teach Credit Risk Modeling and Financial Mathematics.

I am one of the coordinators of the Seminar Series in Probability and Statistics at TU Delft.

Finally, I am one of the pioneer MOOC Professors at TU Delft, with more than 35k students from all over the world.

Scholarships and Grants

• Marie Curie Career Integration Grant (2013-2017): Multivariate Risks.
• European eCOST Action IS0902 “Systemic Risks, Financial Crises and Credit” grant (2010-2011).
• University of Bern, Faculty of Science, Nachwuchsförderung/Young Talents Grant (2010).
• SNF Postdoc grant at University of Bern (2008-2010).
• Winner of the “Ultimo Novecento Award” for the best thesis in Social Sciences (2006).
• Full scholarship for a 3-years PhD Program in Statistics at Bocconi University (2004).
• Full scholarship at Sant’Anna School of Advanced Studies for a 5-years program in Economics (2000), ranking first at the European entrance examination.

Education

• Venia Docendi (Habilitation) in Applied Statistics, University of Bern, 2012.
• PhD in Statistics, Bocconi University in Milan, 2008.
• Diploma di Licenza specialistica (equivalent to MSc.) in Economic Sciences, summa cum laude, Sant’Anna School of Advanced Studies, 2005.
• MSc. in Econometrics, summa cum laude, University of Pisa, 2004.
• BA Hons in Maths and Stats for Economics, summa cum laude, University of Pisa, 2003.