Rome, May 3-4, 2018


Stefano Iacus

University of Milan

Stefano M. Iacus, is Professor of Statistics at the University of Milan, Italy; Director of the Data Science Laboratory and Head of the Master program in Economics & Finance of the same University as well as of the Master in Data Science. Founder and President of the university spin-off Voices from the Blogs Ltd, member of the R Core Development Team from 1999 to 2014 and now R Foundation member. His interest include computational statistics, causal inference, mathematical finance and sentiment analysis. Author of a few monographs, several scientific papers and a variety of packages fro the R language. He is also associate editor of some international statistical journals. Current research projects include the development of YUIMA framework for the simulation and inference of stochastic processes and well new algorithms for real time and statistical efficient opinion mining.

Douglas McKinley

Thomson Reuters

Thomson Reuters greatest resource is its trusted content. Blending Data with Emerging Technology & Innovation means new tools for  financial firms wrestling with ever greater big data challenges. It is Big Open Linked Data (BOLD) solutions that truly set Thomson. Based in Milan Italy, Douglas drives the use of cutting edge data and technology like BOLD to improve how customers find, extract and tag data; Semantic Analysis and Learning Machines to generate Sentiment on News and Social Media; Machine-Learning algorithms to spot suspicious trading patterns and potential fraud. A coder by trade, with a degree in Applied Computing he previously ran and managed his own company he spent seven years dealing with startups and in innovative areas like Predictive Analytics, Natural Language Processing, Text Mining and High Performance Computing, Additive Manufacturing and  3d printing to name a few.

​Attilio Meucci

Advanced Risk and Portfolio Management


Attilio Meucci is the founder of ARPM (Advanced Risk and Portfolio Management).Attilio was the chief risk officer at KKR; the chief risk officer and director of portfolio construction at Kepos Capital; the global head of research for Bloomberg’s risk and portfolio analytics platform; a researcher at Lehman POINT; a trader at the hedge fund Relative Value International; and a consultant at Bain & Co.Attilio is the author of numerous publications. In addition to the ARPM Bootcamp®, he taught at Columbia-IEOR, NYU-Courant (New York), Bocconi University (Milan), and NUS-Business School (Singapore), where he is Visiting Senior Research Fellow at CAMRI.Attilio earned a BA summa cum laude in Physics from the University of Milan, an MA in Economics from Bocconi University, a PhD in Mathematics from the University of Milan and is a CFA charterholder. Attilio is fluent in six languages.

Andrea Pallavicini

Banca IMI

Andrea Pallavicini is the head of equity, FX and commodity models at Banca IMI, Milan, and visiting professor at the Department of Mathematics of Imperial College, London. He holds a Ph.D. in Theoretical and Mathematical Physics from the University of Pavia for his reasearch activity at CERN. Over the years he published several papers in financial modelling, theoretical physics and astrophysics. He is the author of the books "Credit Models and the Crisis: a journey into CDOs, copulas, correlations and dynamic models'', Wiley (2010), and "Counterparty Credit Risk, Collateral and Funding with pricing cases for all asset classes", Wiley (2013).

Francesca Perino


Francesca Perino is a senior application engineer at MathWorks primarily focused on supporting customers in the finance industry. She also has a strong focus on mathematical modelling, High Performance Computing and application development fields. Before MathWorks, she spent few years working as research engineer and software developer. She holds a M.Sc. in Physics from Universita' degli Studi of Torino, with a major in numerical methods for dynamic atmospheric models and environmental analysis.

Pietro Rossi


Pietro Rossi is a Senior Financial Analyst within the Market Risk Group at Prometeia specializing in th development of analytical tractable approximations for exotic, FX and IR options. Prior to this he worked as senior scientist at ENEA in the High Performance Computing division and was also director of the Parallel Computing Group at the Centre for Advanced Studies in Sardinia (CRS4), working on large scale computational problems. He has a PhD in physics from NYU and his scientific activity has been mainly in theoretical physics and computer science.


Reha Tutuncu

SECOR Asset Management

Reha is the Chief Risk Officer at SECOR Asset Management, LP. Previously, he held senior positions at Goldman Sachs Asset Management (GSAM) and at AQR Capital Management, focusing on portfolio construction research and risk management. Prior to his work in the industry, Reha was an Associate Professor at the Department of Mathematical Sciences at Carnegie Mellon University. He is a member of the editorial board of the Journal of Computational Finance and the co-author of the book Optimization Methods in Finance. Reha earned a B.S. in Industrial Engineering from Bilkent University as well as a Ph.D. in Operations Research from Cornell University.