Davide Di Vincenzo
UniCredit
Davide Di Vincenzo is a quantitative analyst at UniCredit in the Operational Risk Analytics and Oversight unit. He has been working at UniCredit since 2018. He graduated in Statistics in 2019 at the University of Padua. He attended several courses in the Statistics Ph.D. program at the University of Milano Bicocca from 2021 to 2022. He attended the “Introduction to Data Science” Summer School in 2021 at the London School of Economics and Political Science. He taught in the R course of the Master of Quantitative Finance and Risk Management at Bocconi University in the academic year 2020-2021.
Follow Davide
Articles by Davide Di Vincenzo
A text analysis of operational risk loss descriptions
The authors put forward a workflow for using text analysis to identify underlying risks in operational risk event descriptions.