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.
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