Giuliano De Rossi is an Executive Director in the Securities division at Goldman Sachs. Prior to joining GS, he headed the European Quantitative Strategy team at Macquarie based in London. He also worked at PIMCO, where he was an analyst in the Credit and Equity Analytics teams, and in the Quant research team at UBS. He has a PhD in economics from Cambridge University, and worked for three years as a college lecturer in economics at Cambridge before joining the finance industry on a full-time basis.
Giuliano has worked on a wide range of topics, including pairs trading, low volatility, the tracking error of global ETFs, cross asset strategies, downside risk and text mining. His academic research has been published in the Journal of Econometrics and the Journal of Empirical Finance.