Senior Research Analyst, Global Research & Design
Alberto Allegrucci is Senior Research Analyst, Global Research & Design (EMEA) at S&P Dow Jones Indices (S&P DJI). The group provides research on global index strategies across all asset classes and is responsible for the conceptualization and design of new index products.
Alberto researched his PhD (in finance) at the Stockholm School of Economics and graduated in September 2020 with a dissertation in empirical corporate finance. During his doctoral studies, he examined conflicts of interests arising between mutual fund families and passive funds sponsored by them. He investigated the corporate governance issue of the informational disadvantage of independent directors; bond market access and firms’ prospects during a bank crisis; and, together with coauthors, how lender health affects the debt restructuring of borrowers.
Prior to his PhD studies, Alberto worked as a Financial Risk Management consultant for KPMG Advisory, where he focused on an international project on the development of counterparty credit risk internal models for a large European bank. There, he validated and assessed the impact of an OTC derivatives portfolio within the internal model used to compute the Basel III capital requirements. Prior to that, he was an intern within Capital Markets at Mediobanca.
Alberto graduated from the Universitá di Bologna with a Bachelor of Science in economics and finance, and he obtained a Master of Science in finance from the Universitá Commerciale L. Bocconi, with a thesis on longevity risk.