Massimo authored the seminal book in the evolution of Model Risk after the financial crisis, and coauthored the reference book for implementation of Credit, Funding, and Collateral solutions, and he helped understanding the transformation of interest rates to current Multicurve. His papers are published in the top quantitative finance journals.
In 2015 Massimo coauthored the first paper on transforming financial and derivative markets using smart contracts, often quoted by US regulators, and led industry implementations for public and private blockchains, writing for web and scientific journals. He is currently the expert consultant at World Bank and the Head of Interest Rate and Credit Models at Banca IMI and works as a senior expert on finance and technology for institutions worldwide.
Massimo also is a professor of Fixed Income at Bocconi University and teach Blockchain and Financial Markets at universities in Italy, Switzerland and UK. He is a founding member of the Fulgur Lab research group.