Brigo leaves Fitch for academia

Damiano Brigo, global head of the quantitative innovations team at Fitch Solutions, is to leave the company. He will move to King's College, London, as Gilbart professor of financial mathematics later this year at the start of the new academic year.

Brigo has worked at Fitch since July 2007. Before this he was head of credit models for Banca IMI in Milan. In December 2007 he was also appointed as a visiting professor in the mathematics department of Imperial College, London. He has published