Quantitative Market Risk Senior Manager, Commodities, Team Quant Model Validation


[Stage 2]
9.00 am - 9.20 am
Theme: A.I. & Machine learning in Option Pricing

Speaker Bio

Mario Dell’Era holds an M.Sc. in Theoretical Physics and a PhD in Applied Mathematics from the University of Pisa, visiting PhD at Finance Institute of Lugano, he is attending to a Master in Data Science & Arficial Intelligence at Cambridge Spark UK. He taught International Corporate Finance at Pisa University, for whom is yet External Professor, and Quantitative Finance and Stochastic Processes at Scuola Superiore Sant’Anna, for PhD students. His research spans PDEs methods in Finance and Stochastic Calculus. He also has experience as Quant Developer at Investment Banks. He is Quantitative Analyst and software developer for Option Pricing, and Collaborates in Analysis on Stock-Exchange data, with INFN at Pisa, on Liquidity Risk due to the High Frequency Trader activities on Italian markets. He was Quantitative Risk Analyst at IntesaSanPaolo Bank, as consultant. He is co-founder of E-QuanT post University training society of Quantitative Finance, focused on Electricity market. Consultant for Scientifica Hiring company at London. Author of books on Quantitative Finance, reviewer and Editorial Board Member for international reviews of Finance. He was Lead of Quant front Office at ENOI in Milan. He also was associated expert to MathFinance Group in Frankfurt. Actually he holds the position of VP Quantitative Market Risk Sr. Manager, Team Quant Model Validation Commodities at Citigroup.