FRE Boot Camp Instructor
Affiliation: ZHAW School of Management and Law, Switzerland
Pasquale Cirillo specializes in risk and extreme value theory, with applications in economics, finance, and the social sciences. He is a Professor of Data Science in the ZHAW School of Management and Law of the Zurich University of Applied Sciences, Switzerland. He previously held positions at the University of Nicosia (CY), Delft University of Technology (NL), and the University of Bern (CH). He has been a regular visiting scholar of NYU FRE, and he is one of the instructors of the FRE Summer boot camp.
He received his Professorial Habilitation in Applied Statistics from the University of Bern, Switzerland, and his Ph.D. in Statistics from Bocconi University, Italy. In addition to statistics, he studied economics at Sant'Anna School of Advanced Studies in Pisa, Italy.
He has published on top international journals in statistics, probability, and finance, like for example Quantitative Finance, the Journal of Banking and Finance, Nature Physics, the Royal Society Open Science, and Insurance: Mathematics and Economics. Besides the academic career, as a statistical consultant, he has collaborated with international institutions, like the World Bank, and many private corporations.
His online courses in risk management have been attended by more than 110’000 students from all over the world.
He is a proud amateur cook.