Damiano Brigo is Managing Director in Fitch Solutions, and Visiting Professor at the Dept. of Mathematics at Imperial College, London.

Prior to this Damiano worked as Head of Credit Models in Banca IMI and as Fixed Income Professor at Bocconi University in Milan. 

He has published more than 40 works in Mathematical Finance, Systems Theory, Probability and Statistics, and a book for Springer Verlag that has become a field reference in stochastic interest rate modeling. 

Damiano is Managing Editor of the International Journal of Theoretical and Applied Finance, is a member of the Fitch Academic Advisory Board and is part of Scientific committees for academic conferences occurring at MIT and other international academic and industry institutions. He has been a charter member of Risk Who's Who since 2007.

He is listed as the second most prolific author in defaultrisk.com and has been listed as the most cited author in Risk Magazine in 2006. 

His current interests include valuation and pricing, risk measurement, credit and default modeling, counterparty risk, stochastic dynamical models for commodities and inflation, the interaction between the exponential statistical manifold and the dynamic features of stochastic processes laws, nonlinear stochastic filtering, and stochastic processes consistent with mixtures of distributions.   

Damiano obtained a Ph.D. in stochastic filtering with differential geometry in 1996 from the Free University of Amsterdam, following a BSc in Mathematics with honors from the University of Padua.