Research: Sustainability as a Signal: Measurement, Alignment and Financial Risk
Sergio is a Ph.D. candidate in Finance at the Department of Social and Economic Sciences, Sapienza University of Rome. He holds a Bachelor’s degree in Statistical Sciences for Finance and a Master’s degree in Actuarial and Financial Sciences, both awarded with distinction by the Department of Statistical Sciences at the same university. His research focuses on sustainable finance, with particular attention to the application of statistical methods and artificial intelligence techniques for the analysis, integration, and validation of ESG scores.
He has developed an international profile through Erasmus+ study periods at the Norwegian University of Science and Technology (NTNU) in Trondheim and the Universidad Autónoma de Madrid (UAM), as well as through professional experience in Frankfurt as a quantitative analyst for ESG ratings at Sustainalytics. In addition, he regularly serves as a teaching assistant for the course Statistics for Economic Applications at the Department of Social and Economic Sciences.
In October 2025, during the 72nd meeting of the EURO Working Group for Commodities and Financial Modelling held at Sorbonne University in Paris, he received the Jaap Spronk Award for the working paper “Measuring National Sustainability: ESG Scores from Corporate Data”, granted to the best paper combining theory and practice in the field of finance.
His current research focuses on the measurement and robustness of sustainable finance indicators, aiming to assess their internal consistency, methodological soundness, and explanatory power with respect to financial risk. In this context, he explores how these indicators can enhance the understanding of risk dynamics and promote a deeper integration of sustainability criteria into financial decision-making processes. He is fluent in Italian, English, and Spanish.