Welcome to the Black Swan, Nicolo Ceneda's webpage. I am a PhD candidate in Finance at Imperial College London, where I am a member of the Asset Pricing Research Group. I conduct research in theoretical asset pricing and applied machine learning with a focus on fixed income securities and financial derivatives.

I hold a BSc in Finance from Bocconi University, a MA in Finance from the University of St Gallen, and I have been a visiting student at UCLA, Cornell University, and Stanford University. Prior to my PhD, I interned in the markets division of Deutsche Bank in Zurich and London. More recently, I interned again at Deutsche Bank in London as a quantitative researcher. I worked with the hybrid rates and algorithmic rates trading desks to develop machine learning models to forecast the volatility of Treasury futures.

My hobbies are poker and chess. My favourite food is pizza.