About Me

Since March 2026 I am a postdoc at the School of Computation, Information and Technology at the Technische Universität München mentored by Massimo Fornasier. My research lies at the intersection of analysis and probability with a focus on (stochastic) optimal transport.

Between December 2023 and January 2026, I worked in the financial industry. Initially, I specialised in developing and validating complex financial models, with a focus on option pricing and stress testing. Later, I applied my expertise to support strategic solutions for managing financial risks.

Prior to that I was a PhD student in mathematics at the Institut für Mathematische Stochastik at the University of Münster and at the Max Planck Institute for Mathematics in the Sciences (MPI MiS) in Leipzig, where I was fortunate enough to be advised by Martin Huesmann and Felix Otto. During my PhD I was supported by the Deutsche Forschungsgemeinschaft (DFG) through the SPP 2265 and through the Cluster of Excellence Mathematics Münster, and by the Max Planck Institute for Mathematics in the Sciences (MPI MiS).

I have received both my bachelor's and master's degrees in mathematics from Università degli studi di Pisa, where I was advised by Dario Trevisan.

You can contact me via email at francesco.mattesini at tum dot de.