Gianluca De Nard, PhD
Researcher | Lecturer | Asset Manager

Curriculum Vitae




Education


ESG Investing Certificate, CFA Institute

in progress

Risk and Artificial Intelligence (RAI) Certificate, GARP

in progress

Sustainability and Climate Risk (SCR) Certificate, GARP

11/2023

PhD in Finance*, University of Zurich

09/2017 - 07/2021

Visiting PhD Scholar, New York University

(Prof. Robert Engle)

08/2019 - 08/2020

MSc in Quantitative Finance*, ETH and University of Zurich

09/2015 - 08/2017

BA in Management and Economics*, University of Zurich

09/2011 - 07/2014

* with summa cum laude distinction




Academic Positions


Lecturer, University of Zurich

01/2024 - current

Senior Research Associate, University of Zurich

02/2023 - current

Research Fellow, NYU Stern Volatility and Risk Institute

08/2019 - current

Visiting Research Fellow, Copenhagen Business School

(Prof. Lasse H. Pedersen)

09/2024 - 02/2025

Postdoc, Yale University (Prof. Bryan Kelly)

09/2021 - 01/2023

Research Associate and Teaching Assistant,

Prof. Markus Leippold UZH

09/2017 - 01/2023

Research Associate and Head Teaching Assistant,

Prof. Michael Wolf UZH

09/2017 - 07/2021

Research and Teaching Assistant, UZH

09/2013 - 08/2017



Work Experience


Head of Quantitative Research, OLZ AG

07/2023 - current

Senior Quantitative Research Analyst, OLZ AG

07/2021 - 06/2023

Data Scientist, Data2Conclusion

10/2018 - 12/2020

Econometrician (Intern), KOF ETH

Swiss Economic Institute

06/2018 - 09/2018

Quantitative Analyst (Intern), UBS

02/2015 - 07/2015

Insurance Broker, AXA Winterthur

03/2012 - 05/2014

Intern, Zurich Insurance Group

09/2010 - 02/2011



Awards / Grants


FAN Awards nominee

2025

Innosuisse project funding (OLZ AG and HSLU)

2023 - 2025

SNF Postdoc.Mobility (Yale University)

2021 - 2022

FAN Fellowship / Hofstetter Stiftung

2021

Nominee for Swiss Risk Award

2020 and 2021

UZH Candoc Grant

2020 - 2021

SNF Fellowship for NYU Stern Volatility Institute,

Prof. Robert Engle

2019 - 2020

Semester Prize: Award for one of the best Master Thesis

2018

      

Research Interests
Sustainable Finance and Climate Risk, Empirical Finance, Financial Econometrics, Machine Learning for Asset Pricing, Asset and Risk Management


Lecturer

Quantitative Asset Management and Systematic Investing (MA), Advanced Investments: Asset Management (MA), Empirical Asset Pricing (PhD), Introductory Econometrics (BA), Statistics (BA), Advanced Statistics (MA), Financial Engineering (MA), and Executive Education Courses

           

Languages
German, Italian, English, French (beginner)


Coding

R, Matlab, Python


Publications

see publications and working papers