Dr. Malvina Marchese

Associate Professor

Bayes Business School

"Malvina is lecturer in Finance at the Faculty of Finance and the Academic Director of the Finance Cluster degrees at Bayes Business School (formerly Cass), City, University of London since August 2019. Previously to joining Bayes Business School , she lead the Risk Management Team of Shell Oil, Italy. Malvina holds a B.Sc. and an M.Sc. in Econometrics and Mathematical Economics and a Ph.D. Econometrics from the London School of Economics and Political Science.

She has extensive industry experience in quantitative risk management , having held full time and consultancy positions since 2008 in the industry. She is currently research advisor to Maersk Brokers in shipping econometrics and to CBRE Investment in real estate forecasting . Her research interest include econometrics of commodity markets , multivariate fractionally integrated GARCH models, long memory in realized volatility, forecasting measures and quantile panel regressions models. Qualifications

PhD, London School of Economics and Political Science, UK, Jan 2011 – Jan 2015 MSc Econometrics and Mathematical Economics, London School of Economics and Political Science, UK, Sep 2007 – Jul 2008"