Silvana Pesenti

Assistant Professor


Fields of Study

Areas of Interest

  • Insurance Risk Management
  • Sensitivity Analysis
  • Model Uncertainty
  • Dependence Modelling
  • Risk Measures


Silvana Pesenti joined the University of Toronto as an assistant professor of insurance risk management in 2019. She received her PhD at Cass Business School, London, and holds a MSc in Mathematics from ETH Zurich.

Silvana Pesenti is the 2022 Rising Star in Quant Finance by for her contribution to portfolio optimisation. Her paper “Reverse Sensitivity Testing: What does it take to break the Model?” received the 2020 Peter Clark Prize, a prize given to the best academic paper by the Institute and Faculty of Actuaries (IFoA). In 2019, Silvana was awarded the Dorothy Shoichet Women Faculty Award of Excellence.