Silvana Pesenti

Dr. Silvana Pesenti is an Associate Professor in the Department of Statistical Sciences at the University of Toronto, specializing in Insurance Risk Management. She joined the university in 2019 and holds a PhD from Cass Business School (London) and an MSc in Mathematics from ETH Zurich.

• Education:
  • PhD, Cass Business School, London
  • MSc in Mathematics, ETH Zurich

Her research focuses on quantitative risk management, sensitivity analysis, model uncertainty, and dependence modelling. She has contributed to frameworks for stress testing and portfolio optimization under uncertainty.

Recent work includes Portfolio Optimisation within a Wasserstein Ball (2022) and Reverse Sensitivity Testing: What does it take to break the Model? (2020), the latter winning the Peter Clark Prize. She leads the Actuarial Science Group at the University of Toronto and co-organizes the One World Actuarial Research Seminar (OWARS) series.

• Scientific Awards:
  • 2022 Rising Star in Quant Finance (Risk.net)
  • 2020 Peter Clark Prize
  • 2019 Dorothy Shoichet Women Faculty Award of Excellence

Her research is funded by the Natural Sciences and Engineering Research Council of Canada (NSERC) and the Connaught New Researcher Award. She collaborates with institutions like the Office of the Superintendent of Financial Institutions (OSFI) and the Canadian Institute of Actuaries through the CANSSI Collaborative Research Team project on natural disaster risk assessment.